ANALYSIS OF SOCIALLY RESPONSIBLE INVESTMENTS (SRI) ON THE BASIS OF GLOBAL 100 RANKING (Analiza atrakcyjności inwestycji w spolki odpowiedzialne spolecznie (SRI) na podstawie rankingu Global 100)

• Authors: Kazmierkiewicz Piotr
• Languages of publication: PL

Abstracts

EN

This paper seeks the solution how to influence investors' behavior and their ability to invest responsibly. The aim is to extend the traditional approach to portfolio selection by adding ethical dimension to risk/return analysis. The first part of this study is a review of different methods of presenting the SRI outperformance – from matching approach and fund benchmarking to comparison of the performance of SRI index with the traditional non-screened indices. The second part compares the significance of financial outperformance of companies considered as socially responsible over any other companies from American stock markets. The last section of this paper contains the results of the performance analysis of socially screened companies over the last five years. These results support the hypothesis that social screens help investors to pick financially strong companies that give favorable risk-expected return relation.

Keywords

EN

FINANCIAL PERFORMANCE EVALUATION; INVESTMENT SCREENS; PORTFOLIO SELECTION; SOCIALLY RESPONSIBLE INVESTMENT

Discipline

• ECONOMICS: ECONOMICS

• Publisher: Wyższa Szkoła Informatyki i Zarządzania z siedzibą w Rzeszowie
• Journal: Finansowy Kwartalnik Internetowy e-Finanse
• Year: 2010
• Volume: Special Issue
• Pages: 28-45
• Document type: ARTICLE

Contributors

author

Kazmierkiewicz Piotr

• Mgr Piotr Kazmierkiewicz, Centralny Dom Maklerski Pekao S.A., ul. Woloska 18, 02-675 Warszawa, Poland

Identifiers

CEJSH db identifier

10PLAAAA08953