Synthetic indicators of mutual funds' environmental responsibility: an application of the reference point method

DOI10.1016/j.ejor.2013.11.031zbMath1338.91164OpenAlexW1994742255WikidataQ57608391 ScholiaQ57608391MaRDI QIDQ299903

F. Blanchet-Sadri, M. Dambrine

Publication date: 23 June 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2013.11.031

zbMATH Keywords

multicriteria decision analysisenvironmentequity mutual funds evaluationreference point methodsocially responsible investmentsynthetic indicators

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Related Items (7)

Tri-criterion modeling for constructing more-sustainable mutual funds ⋮ A multi-objective approach with soft constraints for water supply and wastewater coverage improvements ⋮ An analytical derivation of the efficient surface in portfolio selection with three criteria ⋮ Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing ⋮ Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market ⋮ Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model ⋮ Incorporating preferential weights as a benchmark into a sequential reference point method

Uses Software

• M-MACBETH

Cites Work

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• Nonlinear multiobjective optimization
• A framework for managing a portfolio of socially responsible investments.
• Safety first portfolio choice based on financial and sustainability returns
• Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
• A classification of the weighting schemes in reference point procedures for multiobjective programming
• MACBETH — An interactive path towards the construction of cardinal value functions

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