Drut, Bastien - Centre Emile Bernheim, Solvay Brussels School of … - 2009
has been paid to SRI in sovereign bonds. This paper investigates the effect of taking into account socially responsible … indicators for countries, the Vigeo Sustainability Ratings (VSR), on the efficient frontier formed with the sovereign bonds of … concerns, and c) public governance. The results suggest that socially responsible portfolios of sovereign bonds can be built …