Analyze Corporate Social Responsibility for Business Ethics and Sustainable Growth in Portfolio Selection and Management

摘要：

There is a growing interest in corporate social responsibility,and sustainable growth is the objective for many institutional and individual investors.However,the problem for many sustainable investors is the criteria which should be used for selecting companies to produce the sustainable growth.In this paper,we study the effect of corporate social responsibility and sustainable growth in portfolio management by selecting investment objective,setting up multiple objective portfolio selection model,analyzing the efficient surface,and comparing this surface against market portfolios in the face of efficient market hypotheses.Our results could work as guidance for SRI portfolio management.

作者: Yue Qi Yuanyuan Wang

作者单位: Department of Financial Management,School of Business,Nankai University,94 Weijin Road,Tianjin,300071,P.R.China

会议类型: 国际会议

会议名称: PAN-PACIFIC CONFERENCE XXVI(“战略创新、协作融合泛太平洋管理学会第26届年会)

会议地点: 深圳

会议语种:英文

页码: 272-274

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）