Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 153, Issue 2, Pages 517-529Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/S0377-2217(03)00172-3
Keywords
multi-criteria analysis; portfolio management; socially responsible investments (SRI); sustainable development
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In this paper we present and illustrate using real-life data a framework for managing an investment portfolio in which the investment opportunities are described in terms of a set of attributes and part of this set is intended to capture the effects on society. Here we link with the emerging literature on SRI: socially responsible investment. Given the multi-attribute descriptions of the individual investment opportunities we show how these can be combined into portfolios with the same attributes at the portfolio level. Also we show how a manager can systematically be supported in the choice between different portfolio profiles. As part of the framework we use multi-criteria decision tools. (C) 2003 Elsevier B.V. All rights reserved.
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