An assessment of OECD sustainable portfolios with a multi-criteria approach under uncertainty

Alejandro, Klender Aimer Cortez; García, Martha del Pilar Rodríguez

doi:10.1108/k-06-2016-0143

Cited by 6 publications

(4 citation statements)

References 61 publications

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“…Thus, economic aspects influence responsible buying decisions (Zbuchea, 2013;Vătămănescu et al, 2017;Cortez Alejandro and Rodríguez García, 2017), price sensitiveness being among the most important factors (Gil et al, 2000;Kai and Liang, 2016), as well as the perceived payback time (Kollmuss and Agyeman, 2002), the availability and relevance of the information held by consumers (Diaz-Siefer et al 2015;Kaufmann et al, 2012;Andrei et al, 2015Andrei et al, , 2017Hesamamiri and Bourouni, 2016) and work experience (Gandhi and Kaushik, 2016).…”

Section: Theoretical Background Hypotheses and The Conceptual Model 21 Responsible Consumptionmentioning

confidence: 99%

Modeling socially responsible consumption and the need for uniqueness: a PLS-SEM approach

Andrei

Gazzola

Zbuchea

et al. 2017

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Purpose: The purpose of the present study is intended to fill a research gap, by advancing a conceptual model which brings novel insights on the relationships between socially responsible consumption and consumer’s need for uniqueness. Design/methodology/approach: Relying on a questionnaire-based survey for data collection, the proposed model was tested using the partial least squares (PLS) algorithm for structural equation modeling (SEM), which allows the assessment of the models containing both formative and reflective constructs. Findings: The research found that 73.7 per cent of the variance in the consumer’s belief in the importance of personal power to make a difference through socially responsible choices is explained by the proposed model. Moreover, four of the five factors of socially responsible consumption fully mediate the positive effect of the consumer’s need for uniqueness on the importance attached to personal socially responsible choices in driving positive change. Research limitations/implications: The study avails a phenomenological perspective by offering novel insights from a Romanian sample. The limitation associated with a country-centric vision is compensated through the contextual analysis and integration of a new point of reference in the overall framework of socially responsible consumption. Practical implications: The evidence is indicative of new consumption insights and should be closely considered by companies. Originality/value: The study draws upon a conceptual model integrating the relationships between socially responsible consumption and a psychological characteristic – the consumer’s need for uniqueness – which has been never tested as such before

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Section: Theoretical Background Hypotheses and The Conceptual Model 21 Responsible Consumptionmentioning

confidence: 99%

Modeling socially responsible consumption and the need for uniqueness: a PLS-SEM approach

Andrei

Gazzola

Zbuchea

et al. 2017

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“…The results show that the financial performance of sustainable investment portfolio (SP) and non-SP are similar, and the performance of sustainable companies is better than that of non-sustainable companies. 11,12 Panteghini and Vergalli focuses on a representative company that can decide when to invest under the risk of default. On the one hand, the company can benefit from generous tax depreciation allowances.…”

Section: Introductionmentioning

confidence: 99%

“…Taking into account the fuzzy Jansen Alpha and the percentage of portfolio performance that exceeds the market, the optimal weighted ratio is estimated by applying the OptQuest algorithm to measure the portfolio performance. The results show that the financial performance of sustainable investment portfolio (SP) and non‐SP are similar, and the performance of sustainable companies is better than that of non‐sustainable companies 11,12 . Panteghini and Vergalli focuses on a representative company that can decide when to invest under the risk of default.…”

Section: Introductionmentioning

confidence: 99%

Evaluation of enterprise financial investment environment based on block‐chain and cloud computing

Li¹

2022

Security and Privacy

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Improving and strengthening the various factors of the financial investment system to improve the entire investment system has become an important part of modern economic development. This research is based on block‐chain and cloud computing on the evaluation of corporate financial investment environment. It aims to fully apply the advantages of block‐chain and computing technology to conduct a thorough analysis of corporate financial investment environment and increase the stability of corporate financial investment decisions. Provide economic benefits to a certain extent. The article mainly analyzes the status quo, influencing factors, and evaluation principles of the financial investment environment, and combines the advantages of cloud computing and block‐chain in data acquisition and processing applications to conduct experiments; this research constructs a structural correlation model between the enterprise and the external environment, and investment business data process and cloud computing and financial investment information organization structure model, which can visually present specific investment operation details, and so on; formulate comprehensive evaluation indicators for regional investment, and focus on the role of the institutional environment based on the analysis of the role of regional factors on the regional development of the enterprise. The research results show that cloud computing technology and block‐chain technology have greatly improved the construction of financial investment data whether it is intertemporal, predictive or follow‐up. From the data inspection results, the maximum value of this performance has been expanded from the original 5.98 to 9.27; from the perspective of computational performance, it has been increased from 5.98 to 9.27.

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“…Their results support the decoupling of sustainable investing from the overall market system during the crisis period. In another paper, Cortez Alejandro and Rodríguez García (2017) analyze the differences between financial performances of portfolios consisting of sustainable and nonsustainable firms from 15 Organisation for Economic Co-operation and Development countries by using a hybrid methodology with fuzzy regression and OptQuest algorithms from 2007 to 2013. They find a similar financial performance, but when they consider uncertainty, they observe that sustainable firms perform better than nonsustainable ones during the crisis period.…”

Section: Introductionmentioning

confidence: 99%

The role of uncertainties on sustainable stocks and green bonds

Çağlı

Taşkın²,

Mandaci³

2022

QRFM

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Purpose This paper aims to investigate the relationship between sustainable investments and a series of uncertainties from January 2014 to December 2021, including many economic and political turbulences and the COVID-19 pandemic. Design/methodology/approach The authors use Rényi’s transfer entropy method, a nonparametric flexible tool that considers both the center distribution and lower quantiles, capturing extreme rare events that give additional insights to analysis. Findings The authors’ results indicate significant bidirectional information transmissions between the crude oil volatility and sustainability indices. The authors report information flows between the cryptocurrency uncertainty and sustainability indices considering tail events. The results are essential for market participants making decisions during turbulent times. Originality/value This paper is carried out for a variety of uncertainty measures and environmental, social and governance (ESG) portfolios of both developed and developing markets. It adds to literature in terms of methodology used. Rényi’s transfer entropy methodology is first used to measure the relationship between uncertainties and ESG investments.

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An assessment of OECD sustainable portfolios with a multi-criteria approach under uncertainty

Cited by 6 publications

References 61 publications

Modeling socially responsible consumption and the need for uniqueness: a PLS-SEM approach

Modeling socially responsible consumption and the need for uniqueness: a PLS-SEM approach

Evaluation of enterprise financial investment environment based on block‐chain and cloud computing

The role of uncertainties on sustainable stocks and green bonds

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