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W.G.P.M. Hallerbach (Winfried), H. Ning (Haikun), A.B.M. Soppe (Aloy) and J. Spronk (Jaap)

2002-06-04

A Framework for Managing a Portfolio of Socially Responsible Investments

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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 multifarious descriptions of the individual investment opportunities we show how these can be combined into portfolios with the same attributes at the portfolio level. Also we show how a manager can systematically be supported in the choice between different portfolio profiles. As part of the framework we use multi-criteria decision tools.

Additional Metadata
Keywords SRI, portfolio management, social responsibility, socially responsible investments
JEL Corporate Finance and Governance (jel G3), Capital Budgeting; Investment Policy (jel G31), Business Administration and Business Economics; Marketing; Accounting (jel M)
Publisher Erasmus Research Institute of Management
Persistent URL hdl.handle.net/1765/205
Series ERIM Report Series Research in Management
Rights Copyright 2002, W. Hallerbach, H. Ning, A. Soppe, J. Spronk, This report in the ERIM Report Series Research in Management is intended as a means to communicate the results of recent research to academic colleagues and other interested parties. All reports are considered as preliminary and subject to possibly major revisions. This applies equally to opinions expressed, theories developed, and data used. Therefore, comments and suggestions are welcome and should be directed to the authors.
Organisation Erasmus Research Institute of Management
Citation
Hallerbach, W., Ning, H., Soppe, A., & Spronk, J. (2002). A Framework for Managing a Portfolio of Socially Responsible Investments (No. ERS-2002-54-F&A). ERIM Report Series Research in Management. Retrieved from http://hdl.handle.net/1765/205
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