Socially responsible investment and portfolio selection
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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| Format: | Doctoral Thesis |
| Language: | fr |
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Universite Libre de Bruxelles
2011
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| Online Access: | http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209829 |