Comparison of ethical and conventional portfolios with second-order stochastic dominance efficiency test
Oktay Tas, Kaya Tokmakcioglu and Umut Ugurlu, and Murat Isiker
| Year of publication: |
2016
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|---|---|
| Authors: | Tas, Oktay ; Tokmakcioglu, Kaya ; Ugurlu, Umut ; Isiker, Murat |
| Published in: |
International journal of Islamic and Middle Eastern finance and management. - Bingley : Emerald, ISSN 1753-8394, ZDB-ID 2460750-2. - Vol. 9.2016, 4, p. 492-511
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| Subject: | Ethical investment | Back-testing | Portfolio efficiency | Second-order stochastic dominance | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IMEFM-11-2015-0133 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011659556