Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico

In the present work, we test the mean-variance efficiency that Mexican public pension funds would have shown had these invested their local equity portfolio component only in socially responsible stocks. With a daily simulation (from 1 January 2005 to 31 July 2018) of the Standard & Poors (S...

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Bibliographic Details
Main Authors: Oscar V. De la Torre-Torres, Evaristo Galeana-Figueroa, José Álvarez-García
Format: Article
Published: MDPI AG 2018-12-01
Online Access:http://www.mdpi.com/2071-1050/11/1/178