Synthetic indicators of mutual funds' environmental responsibility: an application of the reference point method

DOI10.1016/J.EJOR.2013.11.031MaRDI QIDQ299903zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

environmentequity mutual funds evaluationmulticriteria decision analysisreference point methodsocially responsible investmentsynthetic indicators

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Financial applications of other theories (91G80)

Recommendations

• Selection of socially responsible portfolios using hedonic prices
• 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
• Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification
• Constant and variable returns to scale DEA models for socially responsible investment funds

Cites work

• scientific article; zbMATH DE number 4085440 (Why is no real title available?)
• scientific article; zbMATH DE number 3679573 (Why is no real title available?)
• scientific article; zbMATH DE number 1342013 (Why is no real title available?)
• A classification of the weighting schemes in reference point procedures for multiobjective programming
• A framework for managing a portfolio of socially responsible investments.
• MACBETH — An interactive path towards the construction of cardinal value functions
• Nonlinear multiobjective optimization
• Safety first portfolio choice based on financial and sustainability returns
• 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
• Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment
• Selection of socially responsible portfolios using hedonic prices
• A Bayesian learning model of hedge fund performance
• Incorporating preferential weights as a benchmark into a sequential reference point method
• Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing
• A multi-objective approach with soft constraints for water supply and wastewater coverage improvements
• Tri-criterion modeling for constructing more-sustainable mutual funds
• CHR for social responsibility
• Environmental corporate responsibility for investments evaluation: an alternative multi-objective programming model
• Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market
• An analytical derivation of the efficient surface in portfolio selection with three criteria

Describes a project that uses

Uses Software

• M-MACBETH

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