Socially responsible investing portfolio: An almost stochastic dominance approach
Socially responsible investing portfolio: An almost stochastic dominance approach
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Publisher
Chichester, UK: John Wiley & Sons, Ltd
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Language
English
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Publisher
Chichester, UK: John Wiley & Sons, Ltd
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Contents
This study investigates whether socially responsible investing (SRI) portfolio performs better than the market indexes using the utility‐based nonparametric approach. The results from realized return distribution show that SRI portfolio outperforms the market indexes in term of almost stochastic dominance. The outperformance of SRI portfolio is rob...
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Full title
Socially responsible investing portfolio: An almost stochastic dominance approach
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TN_cdi_proquest_journals_2487742147
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2487742147
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ISSN
1076-9307
E-ISSN
1099-1158
DOI
10.1002/ijfe.1840
