The market for socially responsible investing: A review of the developments

MA Camilleri - Social Responsibility Journal, 2020 - emerald.com
Purpose This study aims to explain how socially responsible investing (SRI) has evolved in
the past few decades and sheds light on its latest developments. It describes different forms …

The conceptualization of environmental, social and governance risks in portfolio studies A systematic literature review

C Gallucci, R Santulli, V Lagasio - Socio-Economic Planning Sciences, 2022 - Elsevier
Environmental, social and governance (ESG) risks have been attracting academic interest
since rating agencies started issuing ESG risk scores. This sudden change has raised …

An integrated multi-criteria decision-making and multi-objective optimization model for socially responsible portfolio selection

Q Wu, X Liu, J Qin, L Zhou, A Mardani… - … Forecasting and Social …, 2022 - Elsevier
The influence of socially responsible investment (SRI) has caused much attention from both
institutional and individual investors in capital markets. SRI considers the corporate social …

On the increasing importance of multiple criteria decision aid methods for portfolio selection

B Aouni, M Doumpos, B Pérez-Gladish… - Journal of the …, 2018 - Taylor & Francis
In 1952, Markowitz published his famous paper on portfolio selection that transformed the
field of finance. Although over 65 years have passed since then, the mean-variance model …

Corporate social responsibility as institution: A social mechanisms framework

S Bice - Journal of Business Ethics, 2017 - Springer
Recent research suggests that corporate social responsibility (CSR) is institutionalised
amongst multinational corporations. Yet CSR scholarship faces considerable challenges. An …

Markowitz revisited: Social portfolio engineering

SM Gasser, M Rammerstorfer, K Weinmayer - European Journal of …, 2017 - Elsevier
In recent years socially responsible investing has become a popular subject with both
private and institutional investors. At the same time, a number of scientific papers have been …

[HTML][HTML] Sustainability-oriented financial resource allocation in a project portfolio through multi-criteria decision-making

N Dobrovolskienė, R Tamošiūnienė - Sustainability, 2016 - mdpi.com
Modern portfolio theory attempts to maximize the expected return of a portfolio for a given
level of portfolio risk, or equivalently minimize risk for a given level of expected return. The …

Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: A new way of investing into a crisis …

A Bilbao-Terol, M Arenas-Parra… - Annals of Operations …, 2016 - Springer
The current economic crisis fuels the financial social responsibility after an epoch of many
excesses with damaging effects. This work tackles two emerging streams in the financial …

[SÁCH][B] Multicriteria portfolio construction with python

E Sarmas, P **donas, H Doukas - 2020 - Springer
The motivation for writing this book came from our years of previous research on multicriteria
portfolio management. This book offers a unified methodological framework for portfolio …

[HTML][HTML] Passive ESG portfolio management—the benchmark strategy for socially responsible investors

J Amon, M Rammerstorfer, K Weinmayer - Sustainability, 2021 - mdpi.com
In this article, we investigate the notion of doing well while doing good from the perspective
of passive portfolio strategies. We analyze a number of asset allocation strategies based on …