Macro Asset Allocation with Social Impact Investments

Macro Asset Allocation with Social Impact Investments

Using a unique dataset of 50 listed companies that meet the majority of the OECD requirements for social impact investments, we construct a social impact finance stock index and investigate how investing in social impact firms can contribute to portfolio risk-return performance. We build portfolios...

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Bibliographic Details
Main Authors: Massimo Biasin, Roy Cerqueti, Emanuela Giacomini, Nicoletta Marinelli, Anna Grazia Quaranta, Luca Riccetti
Format: Article
Language:English
Published: MDPI AG 2019-06-01
Series:Sustainability
Subjects:
social impact investments
asset allocation
portfolio diversification
out-of-sample performance
market index
Online Access:https://www.mdpi.com/2071-1050/11/11/3140

Internet

https://www.mdpi.com/2071-1050/11/11/3140

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