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