Socially responsible investment and portfolio selection

Socially responsible investment and portfolio selection

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This thesis aims at determining the theoretical and empirical consequences of the consideration of socially responsible indicators in the traditional portfolio selection. The first chapter studies the significance of the mean-variance efficiency loss of a sovereign bond portfolio when introducing a...

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Bibliographic Details
Main Author: Drut, Bastien
Other Authors: Mignon, Valérie
Format: Doctoral Thesis
Language:fr
Published: Universite Libre de Bruxelles 2011
Subjects:
Economie
Portfolio management > Mathematical models
Sovereign wealth funds
Government securities
Gestion de portefeuille > Modèles mathématiques
Fonds souverains
Effets publics
Mean-variance efficiency test
diversification
risk aversion
Sovereign bonds
Socially Responsible Investment
Portfolio Selection
Online Access:http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209829

Internet

http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209829

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