Valoración del mercado de los activos éticosuna aplicación del método de precios hedónicos

  1. Cañal-Fernández, Verónica 1
  1. 1 Departamento de Economía Aplicada Universidad de Oviedo
Revista:
Anales de ASEPUMA

ISSN: 2171-892X

Año de publicación: 2010

Número: 18

Tipo: Artículo

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Otras publicaciones en: Anales de ASEPUMA

Resumen

En este trabajo se presenta una aplicación del método hedónico para analizar de forma agregada si los inversores deciden invertir en fondos que valoran a las empresas que tienen en cuenta las consecuencias sociales y medioambientales de sus actividades. Para ello se analiza el mercado de los Fondos de Inversión Socialmente Responsables españoles desde una perspectiva microeconómica, prestando atención a la valoración de los criterios de responsabilidad social publicados en el folleto informativo del fondo, a partir de los cuales se realiza un Análisis Factorial por Componentes Principales utilizando el paquete estadístico R. Las puntuaciones de los factores obtenidos sustituirán al conjunto de variables originales en el análisis hedónico.

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