Publications

All publications

• Scientific publication

  Journal of Asset Management: Are they any good at all? A financial and ethical analysis of socially responsible mutual funds

  In this article, we examine a broad sample of socially responsible (SR) and conventional mutual funds with respect to financial and ethical parameters. We cannot…

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• Scientific publication

  European Journal of Operational Research: Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds

  We present a framework for inverse optimization in a Markowitz portfolio model that is extended to include a third criterion. The third criterion causes the…

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• Scientific publication

  Qualitative Research in Financial Markets: Profiling German-speaking socially responsible investors

  The purpose of this paper is to analyze the main motives of investors in allocating their money in a socially responsible (SR) way. The paper…

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• Scientific publication

  Business Research: Ethical requirement and financial interest: a literature review on socially responsible investing

  This paper provides an overview of the status quo in socially responsible investing (SRI) literature. We outline motives, history, and current best practice of SRI.…

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• Scientific publication

  Operations Research: Computing the nondominated surface in tri-criterion portfolio selection

  Computing the nondominated set of a multiple objective mathematical program has long been a topic in multiple criteria decision making. In this paper, motivated by…

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• Scientific publication

  European Journal of Operational Research: Safety first portfolio choice based on financial and sustainability returns

  The aim of this paper is to expand the methodological spectrum of socially responsible investing by introducing stochastic sustainability returns into safety first models for…

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• Scientific publication

  Business Research: The effect of the Japan 2011 disaster on nuclear and alternative energy stocks worldwide: an event study

  This event study investigates the impact of the Japanese nuclear disaster in Fukushima-Daiichi on the daily stock prices of French, German, Japanese, and U.S. nuclear…

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• Scientific publication

  Corporate Ownership and Control: Theoretical foundations of corporate governance revisited: A critical review

  In this paper we review some of the initial ideologies regarding corporate governance, focusing in particular on the – in the literature dominating – Principal-Agent-Approach.…

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