Sovereign Bonds and Socially Responsible Investment

This article investigates how the mean–variance efficient frontier defined by sovereign bonds of 20 developed countries is affected by the consideration of socially responsible indicators for countries in investment decision-making. For a global rating of socially responsible performances, we show t...

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Bibliographic Details
Main Author: Drut, Bastien (Author)
Format: Electronic Article
Language:English
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Published: Springer 2010
In: Journal of business ethics
Year: 2010, Volume: 92, Issue: 1, Pages: 131-145
Further subjects:B mean–variance efficiency
B sovereign bonds
B Socially Responsible Investment
B spanning tests
B Responsible investing
B extra-financial ratings
B Portfolio Selection
Online Access: Presumably Free Access
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