In this paper, we expand the literature on multi-criteria portfolio modeling for social responsible investments using multi-directional efficiency analysis (MEA). We apply a positive screening according to MEA efficiency scores, but also exploit the information contained in the efficiency score...

In this article, we analyze the possibility to do well, while doing good from a passive portfolio management strategy. In this analysis, we distinguish the regions Europe and the US and refer to the stock price data of composites from the most important indices in these regions. Based on these,...

In this paper, we expand the literature on multi-criteria portfolio modeling for socially responsible investments using multi-directional efficiency analysis (MEA). We apply a positive screening based on MEA efficiency scores, and also directly exploit the information contained in the efficiency...