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

Taş, Oktay; Tokmakçıoğlu, Kaya; Uğurlu, Umut; Isiker, Murat

doi:10.1108/imefm-11-2015-0133

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

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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 (SSCI)

Publication Type: Article / Article
Volume: 9 Issue: 4
Publication Date: 2016
Doi Number: 10.1108/imefm-11-2015-0133
Journal Name: INTERNATIONAL JOURNAL OF ISLAMIC AND MIDDLE EASTERN FINANCE AND MANAGEMENT
Journal Indexes: Social Sciences Citation Index (SSCI), Scopus
Page Numbers: pp.492-511
Istanbul Technical University Affiliated: Yes

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.