基于社会责任的多目标证券投资组合模型  

Social Responsibility-Oriented Multi-Target Securities Portfolio Model

作　　者：齐岳[1,2] 林龙[2] 

机构地区：[1]南开大学中国公司治理研究院,天津市300071 [2]南开大学商学院,天津市300071

出　　处：《中国流通经济》2013年第8期119-123,共5页China Business and Market

基　　金：教育部人文社会科学研究基金项目"基于多目标投资组合选择的中国企业社会责任感研究及对资产定价和市场有效性的影响"(项目编号:09YJC630133);2010年中国社会科学基金重大项目"完善国有控股证券公司治理研究"(项目编号:10zd&035)的资助

摘　　要：由于企业社会责任的备受关注,作为一种新型的以促进企业履行社会责任的投资理念已经获得西方国家投资者的认可,然而在我国社会责任投资还处于探索阶段。本文力图为社会责任投资寻找理论依据和求解途径,同时也为投资组合理论在实践中的应用提供平台,通过将传统投资组合的概念扩展到现代多目标投资组合的范畴,以适应社会责任投资的理念在实践应用中的需要,并且通过多目标投资组合模型的优化方法,为促进我国社会责任投资的发展提供参考的思路和方向。Because of the attention attached on corporate social responsibility, the new investment idea promoting the implementation of corporate social responsibility has been accepted by investors in the western countries; but this kind of investment in China is still in the primary stage. The author tries to search for the theoretical basis and solution for this kind of investment and provide more channels for the application of this theory. By expanding the traditional portfolio ideas to modern multi-target portfolio to meet the requirement of applying the social responsibility investment to practice, and with the help of optimizing the multi-target securities portfolio model, we can provide reference for promoting the development of social responsibility investment in China.

关 键 词：企业社会责任 社会责任投资 投资组合选择 多目标优化 

分 类 号：F830.59[经济管理—金融学]