SELECTION OF SOCIALLY RESPONSIBLE INVESTMENT PORTFOLIOS USING THE RESTRICTIONS METHOD AND A MULTIPLE CRITERIA ANALYTIC HIERARCHY PROCESS TECHNIQUE

Bernard Suárez, Lady Mayerly; Ortiz Pimiento, Néstor Raúl; Duarte Duarte, Juan Benjamín

SELECTION OF SOCIALLY RESPONSIBLE INVESTMENT PORTFOLIOS USING THE RESTRICTIONS METHOD AND A MULTIPLE CRITERIA ANALYTIC HIERARCHY PROCESS TECHNIQUE

This paper presents a procedure to support investors’ decision-making process to select a portfolio that meets their economic and corporate social responsibility (CSR) expectations. Profitability and risk criteria were considered as economic measures, which, when addressed using the restrictions method, provide a series of efficient portfolios that were used as alternatives to apply the multiple criteria analytical hierarchy process (AHP) technique. This technique makes it possible to select the portfolio that meets criteria related to corporate governance, employee relations, the environment, and community relations as CSR measures.The procedure was applied to select investment portfolios from the Colombian stock market. The study found th... Ver más

Guardado en:

Revista

Revista EIA / English version

ISSN

1794-1237

EISSN

2463-0950

Autores

Bernard Suárez, Lady Mayerly

Ortiz Pimiento, Néstor Raúl

Duarte Duarte, Juan Benjamín

Editor

UNIVERSIDAD EIA

Volumen

Año de publicación

2016-02-25

Pagina inicial

Pagina final

Pais

Colombia

Palabras claves

Multi criteria

Corporate Social Responsibility

Investment portfolios

Markowitz

Multiobjective

Licencia

http://purl.org/coar/access_right/c_abf2

info:eu-repo/semantics/openAccess

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spelling	SELECTION OF SOCIALLY RESPONSIBLE INVESTMENT PORTFOLIOS USING THE RESTRICTIONS METHOD AND A MULTIPLE CRITERIA ANALYTIC HIERARCHY PROCESS TECHNIQUE application/pdf Text http://purl.org/coar/access_right/c_abf2 info:eu-repo/semantics/openAccess http://purl.org/coar/version/c_970fb48d4fbd8a85 info:eu-repo/semantics/publishedVersion http://purl.org/redcol/resource_type/ARTREF http://purl.org/coar/resource_type/c_6501 info:eu-repo/semantics/article https://creativecommons.org/licenses/by-nc-sa/4.0/ Español https://revistas.eia.edu.co/index.php/Reveiaenglish/article/view/909 SELECTION OF SOCIALLY RESPONSIBLE INVESTMENT PORTFOLIOS USING THE RESTRICTIONS METHOD AND A MULTIPLE CRITERIA ANALYTIC HIERARCHY PROCESS TECHNIQUE Publication Multi criteria This paper presents a procedure to support investors’ decision-making process to select a portfolio that meets their economic and corporate social responsibility (CSR) expectations. Profitability and risk criteria were considered as economic measures, which, when addressed using the restrictions method, provide a series of efficient portfolios that were used as alternatives to apply the multiple criteria analytical hierarchy process (AHP) technique. This technique makes it possible to select the portfolio that meets criteria related to corporate governance, employee relations, the environment, and community relations as CSR measures.The procedure was applied to select investment portfolios from the Colombian stock market. The study found that the portfolio that best met the CSR criteria proposed in this paper was also the one with minimum risk. Artículo de revista Corporate Social Responsibility Investment portfolios Markowitz Multiobjective Revista EIA / English version Journal article Revista EIA / English version Bernard Suárez, Lady Mayerly Ortiz Pimiento, Néstor Raúl 24 Duarte Duarte, Juan Benjamín 12 2016-02-25 00:00:00 https://revistas.eia.edu.co/index.php/Reveiaenglish/article/download/909/822 85 2016-02-25 00:00:00 https://revistas.eia.edu.co/index.php/Reveiaenglish/article/view/909 2463-0950 1794-1237 2016-02-25 71
institution	UNIVERSIDAD EIA
thumbnail	https://nuevo.metarevistas.org/UNIVERSIDADEIA/logo.png
country_str	Colombia
collection	Revista EIA / English version
title	SELECTION OF SOCIALLY RESPONSIBLE INVESTMENT PORTFOLIOS USING THE RESTRICTIONS METHOD AND A MULTIPLE CRITERIA ANALYTIC HIERARCHY PROCESS TECHNIQUE
spellingShingle	SELECTION OF SOCIALLY RESPONSIBLE INVESTMENT PORTFOLIOS USING THE RESTRICTIONS METHOD AND A MULTIPLE CRITERIA ANALYTIC HIERARCHY PROCESS TECHNIQUE Bernard Suárez, Lady Mayerly Ortiz Pimiento, Néstor Raúl Duarte Duarte, Juan Benjamín Multi criteria Corporate Social Responsibility Investment portfolios Markowitz Multiobjective
title_short	SELECTION OF SOCIALLY RESPONSIBLE INVESTMENT PORTFOLIOS USING THE RESTRICTIONS METHOD AND A MULTIPLE CRITERIA ANALYTIC HIERARCHY PROCESS TECHNIQUE
title_full	SELECTION OF SOCIALLY RESPONSIBLE INVESTMENT PORTFOLIOS USING THE RESTRICTIONS METHOD AND A MULTIPLE CRITERIA ANALYTIC HIERARCHY PROCESS TECHNIQUE
title_fullStr	SELECTION OF SOCIALLY RESPONSIBLE INVESTMENT PORTFOLIOS USING THE RESTRICTIONS METHOD AND A MULTIPLE CRITERIA ANALYTIC HIERARCHY PROCESS TECHNIQUE
title_full_unstemmed	SELECTION OF SOCIALLY RESPONSIBLE INVESTMENT PORTFOLIOS USING THE RESTRICTIONS METHOD AND A MULTIPLE CRITERIA ANALYTIC HIERARCHY PROCESS TECHNIQUE
title_sort	selection of socially responsible investment portfolios using the restrictions method and a multiple criteria analytic hierarchy process technique
description	This paper presents a procedure to support investors’ decision-making process to select a portfolio that meets their economic and corporate social responsibility (CSR) expectations. Profitability and risk criteria were considered as economic measures, which, when addressed using the restrictions method, provide a series of efficient portfolios that were used as alternatives to apply the multiple criteria analytical hierarchy process (AHP) technique. This technique makes it possible to select the portfolio that meets criteria related to corporate governance, employee relations, the environment, and community relations as CSR measures.The procedure was applied to select investment portfolios from the Colombian stock market. The study found that the portfolio that best met the CSR criteria proposed in this paper was also the one with minimum risk.
author	Bernard Suárez, Lady Mayerly Ortiz Pimiento, Néstor Raúl Duarte Duarte, Juan Benjamín
author_facet	Bernard Suárez, Lady Mayerly Ortiz Pimiento, Néstor Raúl Duarte Duarte, Juan Benjamín
topicspa_str_mv	Multi criteria Corporate Social Responsibility Investment portfolios Markowitz Multiobjective
topic	Multi criteria Corporate Social Responsibility Investment portfolios Markowitz Multiobjective
topic_facet	Multi criteria Corporate Social Responsibility Investment portfolios Markowitz Multiobjective
citationvolume	12
citationissue	24
publisher	Revista EIA / English version
ispartofjournal	Revista EIA / English version
source	https://revistas.eia.edu.co/index.php/Reveiaenglish/article/view/909
language	Español
format	Article
rights	http://purl.org/coar/access_right/c_abf2 info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-sa/4.0/
type_driver	info:eu-repo/semantics/article
type_coar	http://purl.org/coar/resource_type/c_6501
type_version	info:eu-repo/semantics/publishedVersion
type_coarversion	http://purl.org/coar/version/c_970fb48d4fbd8a85
type_content	Text
publishDate	2016-02-25
date_accessioned	2016-02-25 00:00:00
date_available	2016-02-25 00:00:00
url	https://revistas.eia.edu.co/index.php/Reveiaenglish/article/view/909
url_doi	https://revistas.eia.edu.co/index.php/Reveiaenglish/article/view/909
issn	1794-1237
eissn	2463-0950
citationstartpage	71
citationendpage	85
url3_str_mv	https://revistas.eia.edu.co/index.php/Reveiaenglish/article/download/909/822
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SELECTION OF SOCIALLY RESPONSIBLE INVESTMENT PORTFOLIOS USING THE RESTRICTIONS METHOD AND A MULTIPLE CRITERIA ANALYTIC HIERARCHY PROCESS TECHNIQUE

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