2019
DOI: 10.35940/ijrte.c4936.098319
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Customized CSR Ratings and Optimal Sharpe Portfolios in the Bursa Malaysia

Abstract: conomic dominance of optimal portfolios over the naïve diversification policy, among others, has been found to depend upon portfolio size (N) as argued by Duchin and Levy (2009) and Nor and Islam (2016). Apart from portfolio model, the benefit of involving corporate social responsibility (CSR) is still in uncertainty until now as argued by Fieseler (2011) and Joan and Thomas (2015). Hence, this paper extends prior literature by proposing a framework which constructs CSR rating using experts’ opinions, and subs… Show more

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