Publikationen

Alle Publikationen im Überblick

• Wissenschaftliche Publikation

  European Journal of Operational Research: Tri-criterion modeling for constructing more-sustainable mutual funds

  One of the most important factors shaping world outcomes is where investment dollars are placed. In this regard, there is the rapidly growing area called…

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• Wissenschaftliche Publikation

  Journal of Banking & Finance: Corporate social responsibility and Eurozone corporate bonds: The moderating role of country sustainability

  In this paper, we empirically examine whether superior performance in corporate social responsibility (CSR) results in lower credit risk, measured by credit ratings and zero-volatility spreads (z-spreads).…

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• Wissenschaftliche Publikation

  Qualitative Research in Financial Markets: Private ethical fund investors across countries and time: A survey-based review

  This paper aims to provide an overview of the literature to point out similarities and differences among private ethical investors across countries and time. Over…

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• Wissenschaftliche Publikation

  Energy Policy: Designing an EU energy and climate policy portfolio for 2030: Implications of overlapping regulation under different levels of electricity demand

  The European Union׳s current climate and energy policy has to operate under an ex ante unforeseen economic crisis. As a consequence prices for carbon emission…

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• Wissenschaftliche Publikation

  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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• Wissenschaftliche Publikation

  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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• Wissenschaftliche Publikation

  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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• Wissenschaftliche Publikation

  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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• Wissenschaftliche Publikation

  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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• Wissenschaftliche Publikation

  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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