Inversión en Fondos Socialmente Responsables evaluados con metodología hedónica

  1. Verónica Cañal-Fernández 1
  2. Celia Bilbao-Terol 1
  3. Amelia Bilbao-Terol 1
  4. Mar Arenas-Parra 1
  5. M. Victoria Rodríguez-Uría 1
  1. 1 Universidad de Oviedo
    info

    Universidad de Oviedo

    Oviedo, España

    ROR https://ror.org/006gksa02

Journal:
Anales de ASEPUMA

ISSN: 2171-892X

Year of publication: 2010

Issue: 18

Type: Article

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Abstract

In this work, a model for “Socially Responsible” investment funds selection is presented relying on the hedonic evaluation of the characteristics that have socially responsible funds. The selection is carried out in three steps. In the first one the efficient frontier Expected Value of Final Wealth and the Conditional Value-at-Risk is obtained, the second gives the maximum satisfaction portfolio on the efficient frontier and in the third step we find the portfolio with the largest financial and social performance.

Bibliographic References

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