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, ss.492-511, 2016 (SSCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 9 Konu: 4
  • Basım Tarihi: 2016
  • Doi Numarası: 10.1108/imefm-11-2015-0133
  • Dergi Adı: INTERNATIONAL JOURNAL OF ISLAMIC AND MIDDLE EASTERN FINANCE AND MANAGEMENT
  • Sayfa Sayıları: ss.492-511

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.