Synthetic indicators of mutual funds' environmental responsibility: an application of the reference point method
DOI10.1016/J.EJOR.2013.11.031zbMATH Open1338.91164OpenAlexW1994742255WikidataQ57608391 ScholiaQ57608391MaRDI QIDQ299903FDOQ299903
Authors: J. M. Cabello, F. Ruiz, B. Pérez-Gladish, P. Méndez-Rodríguez 
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.11.031
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environmentequity mutual funds evaluationmulticriteria decision analysisreference point methodsocially responsible investmentsynthetic indicators
Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Financial applications of other theories (91G80)
Cites Work
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- MACBETH — An interactive path towards the construction of cardinal value functions
- Nonlinear multiobjective optimization
- A classification of the weighting schemes in reference point procedures for multiobjective programming
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- Safety first portfolio choice based on financial and sustainability returns
- A framework for managing a portfolio of socially responsible investments.
- Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
Cited In (12)
- Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model
- Selection of socially responsible portfolios using hedonic prices
- An analytical derivation of the efficient surface in portfolio selection with three criteria
- CHR for social responsibility
- Incorporating preferential weights as a benchmark into a sequential reference point method
- Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market
- A multi-objective approach with soft constraints for water supply and wastewater coverage improvements
- Tri-criterion modeling for constructing more-sustainable mutual funds
- Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment
- A Bayesian learning model of hedge fund performance
- Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing
- Environmental corporate responsibility for investments evaluation: an alternative multi-objective programming model
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