 Dynamic Risk Management in Social FinanceSean Geobey ()
Chapter Chapter 18 in The Palgrave Handbook of Social Finance, 2025, pp 327-348 from Springer Abstract: Abstract This chapter presents an integrated framework for understanding and managing risk in social finance investments, centered on a fundamental asymmetry. Although financial returns can be measured through standardized monetary units affected uniformly by inflation, social returns follow complex learning patterns, path dependencies, and contested measures. The chapter introduces a dual return-risk matrix that maps investments based on their social and financial performance relative to expectations. It builds on insights from developmental evaluation, complex systems theory, and portfolio management. The framework reveals how organizational learning and stakeholder contestation shape portfolio evolution. It considers how different scaling strategies—scaling out through replication, scaling up through systemic change, and scaling deep through cultural transformation—create distinct risk-return dynamics. The chapter focuses on developing governance systems that can productively engage with contested financial and social goals while maintaining sufficient focus to deploy capital effectively. Date: 2025 There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-99906-2_18 Ordering information: This item can be ordered from DOI: 10.1007/978-3-031-99906-2_18 Access Statistics for this chapter More chapters in Springer Books from Springer |
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