Abstract
While socially responsible investing (SRI) is large and growing, current SRI offerings have shortcomings—including style biases, excessive expenses, tracking error and an incomplete menu of screens. We propose using factor-based models in SRI-screened investment universes to create “socially enhanced indexing” or SRI enhanced indexing. Using commercial software and readily available portfolio screens, socially enhanced indexing offers mass customization of values-based investment programs on the cheap.
- © 2007 Pageant Media Ltd
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600