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Journal Articles
The risk in socially responsible investing: the other side of the coin
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2019) 20 (1): 14–38.
Published: 09 January 2019
... with SRI is influenced by the measure adopted. SRI has a better asymmetric risk behavior than other securities. The results suggest using different selection models according to the investor’s objectives. When the objective is to maximize the average return and the remuneration risk, the SRI selection...
