Social responsibility

Working Paper
Working Paper 13.01.2021 Responsible Investing and Stock Allocation
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We analyze the portfolio choices of approximately 913,000 active participants in employee saving plans in France.

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Working Paper 21.10.2014 Do Social Responsibility Screens Really Matter? A Comparison with Conv...

On average, socially responsible (SR) funds have showed statistically similar performances to traditional funds. Does this mean SR screens make a negligible con...

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Working Paper 15.01.2012 Social responsibility and mean-variance portfolio selection

This paper measures the trade-off between financial efficiency and SRI in the traditional mean-variance optimization

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Working Paper 15.04.2010 Sovereign bonds and socially responsible investment

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