Passive ESG Portfolio Management—The Benchmark Strategy for Socially Responsible Investors

ESG-persistence in Socially Responsible Mutual Funds

This paper analyzes the persistence of environmental, social, and governance (ESG)-scores in socially responsible (SR) mutual funds. ESG-scores can be used as a measure for the level of social responsibility of an SR mutual fund. It is shown that ESG-scores persist for approximately two years. However, the persistence of the ESG-scores is terminated after approximately three years. This implies...

A framework for managing a portfolio of socially responsible investments

In this paper we present and illustrate using real-life data a framework for managing an investment portfolio in which the investment opportunities are described in terms of a set of attributes and part of this set is intended to capture the effects on society. Here we link with the emerging literature on SRI: socially responsible investment. Given the multi-attribute descriptions of the indivi...

Socially Responsible Investment-based Portfolio Selection Problems with Fuzziness

This paper considers several portfolio selection problems considering Socially Responsible Investment (SRI), which is the most important measure to sustain continuous developments of companies by performing environment-friendliness and suitable social activity, and which is also essential for avoiding the latent risk. Corporate Social Responsibility (CSR) is presented as linguistic and ambiguou...

Corporate Engagement by ‘Socially Responsible’ Investors: a practical paradigm for stakeholder governance?

Socially responsible investing.

Over the last few decades the movement of Socially Responsibly Investing (SRI) has been afoot that started almost as an anti-establishment reaction, but has morphed into mainstream consciousness and focus. It has become clear that one can go beyond the subjective implications of engaging in enterprises that produce dangerous, unhealthy or immoral products. There are many processes that optimize...