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Socially responsible investment portfolios: Does the optimization process matter?
16 references·14 citing·33 second hop
Socially responsible investment portfolios: Does the optimization process matter? (2017)Socially responsible investment portfolio…Corporate goodness and shareholder wealth (2014)Corporate goodness and shareh…Betting against beta (2013)Betting against betaDoes the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Does the stock market fully v…The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)The relationship between corp…Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Optimal Versus Naive Diversif…Misery Loves Companies: Rethinking Social Initiatives by Business (2003)Misery Loves Companies: Rethi…Corporate Social and Financial Performance: A Meta-Analysis (2003)Corporate Social and Financia…Shareholder value, stakeholder management, and social issues: what's the bottom line? (2001)Shareholder value, stakeholde…THE CORPORATE SOCIAL PERFORMANCE-FINANCIAL PERFORMANCE LINK (1997)THE CORPORATE SOCIAL PERFORMA…The Corporate Social Performance and Corporate Financial Performance Debate (1997)The Corporate Social Performa…A Stakeholder Framework for Analyzing and Evaluating Corporate Social Performance (1995)A Stakeholder Framework for A…Trustworthiness as a Source of Competitive Advantage (1994)Trustworthiness as a Source o…The Sharpe Ratio (1994)The Sharpe RatioThe pyramid of corporate social responsibility: Toward the moral management of organizational stakeholders (1991)The pyramid of corporate soci…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio (2023)Does Islamic investing modify…The conceptualization of environmental, social and governance risks in portfolio studies A systematic literature review (2022)The conceptualization of envi…Prediction of environmental controversies and development of a corporate environmental performance rating methodology (2022)Prediction of environmental c…Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions (2022)Dynamic Black Litterman portf…Corporate governance performance ratings with machine learning (2022)Corporate governance performa…Are sustainable investments interdependent? The international evidence (2022)Are sustainable investments i…An integrated multi-criteria decision-making and multi-objective optimization model for socially responsible portfolio selection (2022)An integrated multi-criteria …Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain (2021)Risk spillover analysis acros…From dotcom to Covid-19: A convergence analysis of Islamic investments (2021)From dotcom to Covid-19: A co…Carbon-intensive industries in Socially Responsible mutual funds' portfolios (2021)Carbon-intensive industries i…Incorporating environmental and social considerations into the portfolio optimization process (2020)Incorporating environmental a…Corporate Social Responsibility Reporting: The Last 40 Years and a Path to Sharing Future Insights (2020)Corporate Social Responsibili…Horses for Courses: Mean-Variance for Asset Allocation and 1/N for Stock Selection (2019)Horses for Courses: Mean-Vari…Harmful diversification: Evidence from alternative investments (2018)Harmful diversification: Evid…A theory of justice original editionSensemaking in Organizations (1996)Why would corporations behave in socially responsible ways? an institutional theory of corporate social responsibility (2007)Strategic management a stakeholder approach (2010)The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)Toward a Theory of Stakeholder Identification and Salience: Defining the Principle of who and What Really Counts (1997)Corporate Social Responsibility (1999)Does Doing Good Always Lead to Doing Better? Consumer Reactions to Corporate Social Responsibility (2001)The Social Responsibility of Business Is to Increase Its Profits (2007)A resource‐based view of the firm (1984)Firm Resources and Sustained Competitive Advantage (1991)Corporate Social Responsibility Theories: Mapping the Territory (2004)Firm resources and sustained competitive advantage (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate Sustainability: First Evidence on Materiality (2016)Corporate green bonds (2021)Mandatory CSR and sustainability reporting: economic analysis and literature review (2021)A Three-Dimensional Conceptual Model of Corporate Performance (1979)Competitive Strategy: Techniques for Analyzing Industries and Competitors (1980)Corporate Social Performance Revisited (1991)Corporate Social Responsibility: A Theory of the Firm Perspective (2001)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Robust performance hypothesis testing with the Sharpe ratio (2008)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)The Iron Cage Revisited: Institutional Isomorphism and Collective Rationality in Organizational Fields (1983)The iron cage revisited institutional isomorphism and collective rationality in organizational fields (2004)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Conditional value-at-risk for general loss distributions (2002)
this work references cited by second hop

References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1991The pyramid of corporate social responsibility: Toward the moral management of organizational stakeholders9,028 cited
  • 1995A Stakeholder Framework for Analyzing and Evaluating Corporate Social Performance7,851 cited
  • 2003Corporate Social and Financial Performance: A Meta-Analysis7,627 cited
  • 1997THE CORPORATE SOCIAL PERFORMANCE-FINANCIAL PERFORMANCE LINK6,756 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 2003Misery Loves Companies: Rethinking Social Initiatives by Business5,126 cited
  • 2001Shareholder value, stakeholder management, and social issues: what's the bottom line?3,685 cited
  • 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?3,193 cited
  • 2008The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis3,151 cited
  • 1994The Sharpe Ratio2,542 cited
  • 2011Does the stock market fully value intangibles? Employee satisfaction and equity prices2,504 cited
  • 1997The Corporate Social Performance and Corporate Financial Performance Debate2,285 cited
  • 1994Trustworthiness as a Source of Competitive Advantage2,211 cited

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2013
Betting against beta
2,027 cited
  • 2014Corporate goodness and shareholder wealth1,897 cited
  • Cited by

    • 2020Incorporating environmental and social considerations into the portfolio optimization process85 cited
    • 2021Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain74 cited
    • 2020Corporate Social Responsibility Reporting: The Last 40 Years and a Path to Sharing Future Insights72 cited
    • 2018Harmful diversification: Evidence from alternative investments65 cited
    • 2022An integrated multi-criteria decision-making and multi-objective optimization model for socially responsible portfolio selection64 cited
    • 2022Are sustainable investments interdependent? The international evidence62 cited
    • 2022Prediction of environmental controversies and development of a corporate environmental performance rating methodology61 cited
    • 2019Horses for Courses: Mean-Variance for Asset Allocation and 1/N for Stock Selection59 cited
    • 2022Corporate governance performance ratings with machine learning56 cited
    • 2022Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions55 cited
    • 2022The conceptualization of environmental, social and governance risks in portfolio studies A systematic literature review43 cited
    • 2021Carbon-intensive industries in Socially Responsible mutual funds' portfolios32 cited
    • 2021From dotcom to Covid-19: A convergence analysis of Islamic investments26 cited
    • 2023Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio20 cited