Comparison of ethical and conventional portfolios with second-order stochastic dominance efficiency test


Taş O., Tokmakçıoğlu K., Uğurlu U., Isiker M.

INTERNATIONAL JOURNAL OF ISLAMIC AND MIDDLE EASTERN FINANCE AND MANAGEMENT, cilt.9, sa.4, ss.492-511, 2016 (SSCI) identifier identifier

Özet

Purpose - This paper aims to compare two groups of stocks to analyze the efficiency of an ethical portfolio in comparison with a conventional portfolio.