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Evaristo Galeana ; Dora Aguilasocho ;European Research on Management and Business Economics 2016, 22 3

Autor: Oscar De la Torre

Fuente: http://www.redalyc.org/articulo.oa?id=501650370002


Introducción



European Research on Management and Business Economics ISSN: 2444-8834 tcrespo@uvigo.es Academia Europea de Dirección y Economía de la Empresa España De la Torre, Oscar; Galeana, Evaristo; Aguilasocho, Dora The use of the sustainable investment against the broad market one.
A first test in the Mexican stock market European Research on Management and Business Economics, vol.
22, núm.
3, septiembre-diciembre, 2016, pp.
117-123 Academia Europea de Dirección y Economía de la Empresa Vigo, España Available in: http:--www.redalyc.org-articulo.oa?id=501650370002 How to cite Complete issue More information about this article Journals homepage in redalyc.org Scientific Information System Network of Scientific Journals from Latin America, the Caribbean, Spain and Portugal Non-profit academic project, developed under the open access initiative European Research on Management and Business Economics 22 (2016) 117–123 www.elsevier.es-ermbe The use of the sustainable investment against the broad market one. A first test in the Mexican stock market Oscar De la Torre a,∗ , Evaristo Galeana b , Dora Aguilasocho b a Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, Aristeo Mercado 58 Col.
NVA.
Chapultepec, C.P.
58280 Morelia, Michoacán, Mexico b Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, Facultad de Biología 71, Fracc.
Real Universidad, C.P.
58060 Morelia, Michoacán, Mexico a r t i c l e i n f o Article history: Received 8 December 2014 Accepted 10 August 2015 Available online 1 October 2015 JEL classification: G11 G17 G23 a b s t r a c t 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 Sharpe ratio...





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