A synthesis of modern portfolio theoryand sustainable investment

BT Peylo - The journal of investing, 2012 - pm-research.com
Implemented in corporate strategies, the concept of sustainability with its synthesis between
economical, social and ecological objectives can have a strong business case. In …

Socially responsible investments

M Statman - Available at SSRN 995271, 2007 - papers.ssrn.com
What do we know about socially responsible investments? What distinguishes socially
responsible companies from conventional companies? Should investors expect socially …

An equation with many variables: Unhiding the relationship between sustainability and investment performance

BT Peylo, S Schaltegger - Journal of Sustainable Finance & …, 2014 - Taylor & Francis
Financial investment performance of stock portfolios is driven by many factors of influence
like portfolio diversification, quality of funds management or gravitational effects of market …

Rational socially responsible investment

B Tobias Peylo - Corporate Governance, 2014 - emerald.com
Purpose–The purpose of this paper is first to give an in-depth discussion of the criticism of
socially responsible investment's (SRI) alleged incompatibility with the concept of rational …

Integration of sustainability into modern portfolio theory

BT Peylo - Journal of Management and Financial Sciences, 2011 - infona.pl
As the modern world is facing economic limits and an increase in ecological and social
problems, the need for innovative and sustainable solutions becomes more pressing. This …

The cost of being good

AM Anderson, DH Myers - Available at SSRN 954703, 2007 - papers.ssrn.com
This paper examines the performance of US equities through the use of socially responsible
investment screens. We extend the socially responsible investing literature by examining a …

[PDF][PDF] Performance and Predictability of Social Screens

AM Anderson, DH Myers - 2007 - researchgate.net
This paper examines the performance and predictability of returns of US equities through the
use of socially responsible investment (SRI) screens. We extend the socially responsible …

[PDF][PDF] Tracking error minimization under varying sustainability criterion stringency: environmental ratings and US stock portfolios

R Olsson - Insurance markets and companies: analyses and …, 2010 - irbis-nbuv.gov.ua
The study provides empirical evidence on how minimum tracking error varies, as the
stringency of a sustainability criterion is varied. The sustainability criterion is based on …

[BOOK][B] Integration der unternehmerischen Nachhaltigkeit in die Portfolioselektion

TB Peylo - 2010 - fox.leuphana.de
In diesem Beitrag wird eine Methode für die Optimierung von Aktienportfolios
vorgeschlagen, die unternehmerische Nachhaltigkeit als eigene, vom Investor individuell zu …

[CITATION][C] Optimized sustainable equity portfolios: Performance, screening, factor exposures and tracking error

R Olsson - 2011