Memorias de investigación
Artículos en revistas:
Corporate social responsibility in portfolio selection: A 'goal games' against nature approach.
Año:2014
Áreas de investigación
  • Ingenierías
Datos
Descripción
Nowadays, there is an uprising social pressure on big companies to incorporate into their decision-making process elements of the so-called social responsibility. Among the many implications of this fact, one relevant one is the need to include this new element in classic portfolio selection models. This paper meets this challenge by formulating a model that combines goal programming with ?goal games? against nature in a scenario where the social responsibility is defined through the introduction of a battery of sustainability indicators amalgamated into a synthetic index. In this way, we have obtained an efficient model that only implies solving a small number of linear programming problems. The proposed approach has been tested and illustrated by using a case study related to the selection of securities in international markets.
Internacional
Si
JCR del ISI
Si
Título de la revista
Computers & Industrial Engineering
ISSN
0360-8352
Factor de impacto JCR
1,69
Información de impacto
Volumen
75
DOI
10.1016/j.cie.2014.07.005
Número de revista
Desde la página
260
Hasta la página
265
Mes
SIN MES
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Participantes
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  • Creador: Grupo de Investigación: Grupo de Simulación Numérica en Ciencias e Ingeniería