By Rudiger Kiesel

This booklet combines educational study and useful services on replacement resources and buying and selling ideas in a different approach. The asset periods which are mentioned comprise: credits possibility, cross-asset derivatives, power, deepest fairness, freight agreements, replacement genuine resources (ARA), and socially in charge investments (SRI). The assurance on buying and selling and funding ideas are directed at portfolio coverage, specifically consistent percentage portfolio assurance (CPPI) and relentless percentage debt legal responsibility (CPDO) suggestions, powerful portfolio optimization, and hedging concepts for unique recommendations.

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Doing well while doing good? The investment performance of socially responsible mutual funds. Financial Anaylsts Journal, 49(6), 62–66. [6] Mallin, C, B Saadouni and R Briston (1995). The financial performance of ethical investment trusts. Journal of Business Finance & Accounting, 22, 483–496. [7] Statman, M (2000). Socially responsible mutual funds. Financial Analysts Journal, 56, 30–39. [8] Bauer, R, K Koedijk and R Otten (2005). International evidence on ethical mutual fund performance and investment style.

17] Ljung, G and G Box (1978). On a measure of lack of fit intime series models. Biometrika, 65(2), 297–303. [18] Timmermann, A (2000). Moments of Markov switching models. [19] Höcht, S, K-H Ng, J Wolf and R Zagst (2008). Optimal portfolio allocation with Asian hedge funds and Asian REITs. International Journal of Services Sciences, 1(1), 36–68. [20] French, K, W Schwert and R Stambaugh (1987). Expected stocks returns and volatility. Journal of Financial Economics, 19, 3–29. [21] Markowitz, H (1952).

2 Optimal portfolio weights in different optimization frameworks. 5. CONCLUSION SRI is a growing asset class. , sustainable companies are likely to stay sustainable in the future. For the best ranked companies, the probability of being in the 1st quartile again in the next year is 70% on average. Moreover, optimal May 12, 2010 17:46 WSPC/SPI-B913 b913-ch01 Socially Responsible Investments FA 19 portfolios for different investor types are constructed. The parameter estimates of the underlying Markov-Switching model are based on a time series ranging from 1992 to 2008.

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