The use of the sustainable investment against the broad market one. A first test in the Mexican stock market
The present paper studies the mean–variance efficiency of the sustainable investment (SI) practice in Mexico by proving the existence of a statistical equality in the performance levels of the IPC sustainability (IPCS) index against the broad market IPCcomp one. Using daily standard deviation and Sh...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Spanish |
| Published: |
Elsevier
2016-09-01
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| Series: | European Research on Management and Business Economics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S1135252315000404 |