Portfolio instability and socially responsible investment: experiments with financial professionals and students

DOI10.1016/J.JEDC.2023.104702MaRDI QIDQ6094477zbMATH OpenFDO

Authors Olga Tatarnikova, Sébastien Duchêne, Patrick Sentis, Marc Willinger

Publication date 14 September 2023

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JEDC.2023.104702

zbMATH Keywords

behavioral financeexperimental economicsfinancial asset marketsportfolio instabilitysocially responsible investment

Mathematics Subject Classification ID

Experimental work for problems pertaining to game theory, economics, and finance (91-05) Portfolio theory (91G10)

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Cites work

• Determinants of investor expectations and satisfaction. A study with financial professionals
• Giving According to GARP: An Experimental Test of the Consistency of Preferences for Altruism
• Identity, morals, and taboos: beliefs as assets
• Markowitz revisited: social portfolio engineering
• Stability analysis of portfolio management with conditional value-at-risk
• Tri-criterion modeling for constructing more-sustainable mutual funds
• Understanding Social Preferences with Simple Tests
• Warm-Glow versus Cold-Prickle: The Effects of Positive and Negative Framing on Cooperation in Experiments

Cited in

(2)

• Risk-based strategies: the social responsibility of investment universes does matter
• A portfolio analysis approach to assist socially responsible investors in making decisions

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