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, vol.9, no.4, pp.492-511, 2016 (Journal Indexed in SSCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 9 Issue: 4
  • Publication Date: 2016
  • Doi Number: 10.1108/imefm-11-2015-0133
  • Title of Journal : INTERNATIONAL JOURNAL OF ISLAMIC AND MIDDLE EASTERN FINANCE AND MANAGEMENT
  • Page Numbers: pp.492-511

Abstract

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