Comparison of ethical and conventional portfolios with second-order stochastic dominance efficiency test
Year of publication: |
2016
|
---|---|
Authors: | Tas, Oktay ; Tokmakcioglu, Kaya ; Ugurlu, Umut ; Isiker, Murat |
Published in: |
International journal of Islamic and Middle Eastern finance and management. - Bingley : Emerald, ISSN 1753-8394, ZDB-ID 2460750-2. - Vol. 9.2016, 4, p. 492-511
|
Subject: | Ethical investment | Back-testing | Portfolio efficiency | Second-order stochastic dominance | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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