A Framework for Managing a Portfolio of Socially Responsible Investments

Winfried Hallerbach, Haikun Ning, Aloy Soppe and Jaap Spronk

ERIM Report Series Research in Management from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

Abstract: In this paper we present and illustrate using real-life data a framework for managing an investment portfolio in which the investment opportunities are described in terms of a set of attributes and part of this set is intended to capture the effects on society. Here we link with the emerging literature on SRI: Socially Responsible Investment. Given the multifarious descriptions of the individual investment opportunities we show how these can be combined into portfolios with the same attributes at the portfolio level. Also we show how a manager can systematically be supported in the choice between different portfolio profiles. As part of the framework we use multi-criteria decision tools.

Keywords: SRI; portfolio management; social responsibility; socially responsible investments (search for similar items in EconPapers)
JEL-codes: G3 G31 M (search for similar items in EconPapers)
Date: 2002-06-04
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Journal Article: A framework for managing a portfolio of socially responsible investments (2004)
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