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Theory of social returns in portfolio choice with application to microfinance

Dorfleitner, Gregor and Leidl, Michaela and Reeder, Johannes (2011) Theory of social returns in portfolio choice with application to microfinance. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 455, Working Paper.

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Abstract

We complement standard portfolio theory à la Markowitz by adding a social dimension. We distinguish between two main setups, taking social returns as stochastic in the first, but as deterministic in the second. Two main features need to be introduced: Every asset must be assigned a (distribution of) social return(s) and the investor has to cherish social returns. The former comes with measurement ...

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Item Type:Monograph (Working Paper)
Date:2011
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner)
Research groups and research centres:Immobilien- und Kapitalmärkte
Classification:
NotationType
G11Journal of Economics Literature Classification
G21Journal of Economics Literature Classification
G32Journal of Economics Literature Classification
D64Journal of Economics Literature Classification
D81Journal of Economics Literature Classification
Subjects:300 Social sciences > 330 Economics
Status:Unknown
Refereed:Unknown
Created at the University of Regensburg:Yes
Owner: Michaela Leidl
Deposited On:08 Jun 2011 06:44
Last Modified:13 Mar 2014 17:34
Item ID:21109

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