This Master thesis was allowed at verifyng the effects of socially responsable investment strategies (negative and positive screenning) appled to equity portfolios. The reserch consisted in testing the mean- variance efficiency of SRI allocations and the difference in performances in terms of sharpe ratio and variance between screened and non screened portfolios
Asset allocation benefits of SRI: testing efficienty and the impact on performances
Ziliotto, Eugenio
2017/2018
Abstract
This Master thesis was allowed at verifyng the effects of socially responsable investment strategies (negative and positive screenning) appled to equity portfolios. The reserch consisted in testing the mean- variance efficiency of SRI allocations and the difference in performances in terms of sharpe ratio and variance between screened and non screened portfoliosFile in questo prodotto:
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https://hdl.handle.net/20.500.12608/26952