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A Measure for the Diversification Trade-Off in Socially Responsible Investments
In: Working Paper Series on Social Responsibility, Ethics and Sustainable Business, Vol. 5 (2016)
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Working paper
Rethinking Multinational Enterprises' Capital Budgeting in the Globalized New Millennium
In: Journal of Finance and Economics, Volume 2014, Issue 2(3)
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The Distribution of the Returns of Japanese Stocks and Portfolios
In: Fabio Pizzutilo (2013) "The Distribution of the Returns of Japanese Stocks and Portfolios", Asian Economic and Financial Review, Vol. 3, No. 9, pp. 1249-1259.
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A Note on the Effectiveness of Pairs Trading for Individual Investors
In: International Journal of Economics and Financial Issues Vol. 3, No. 3, 2013, pp.763-771
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EffSET: a Self-Evaluation Tool to Assess the Effectiveness of Education for Sustainable Development
In: European Journal of Sustainable Development: EJSD, Volume 11, Issue 4, p. 197
ISSN: 2239-6101
Education for Sustainable Development (ESD) plays a prominent part in the process of building the ethical, responsible, and sustainable consciousness of future generations and in addressing the sustainability challenge that society is facing. Nevertheless, very few methodologies have been developed to assess the effectiveness of sustainable and responsible teaching, so far. EffSET is a qualitative and quantitative instrument which was developed to enable Higher Education Institutions (HEIs) and instructors to classify and analyse their Corporate Social Responsibility (CSR) and Sustainability related courses and teaching concepts according to different criteria. The tool is also intended for benchmarking courses and HEIs in time (i.e. against previous years' evaluation) and space (i.e. against comparable courses/HEIs) and to become an instrument to foster debate on ESD within and outside the institution. The idea behind EffSET is that a holistic perspective that involves, in an inclusive approach, values, strategy, operations, activities, stakeholders, structures, etc. of the HEIs and considers inputs and knowledge from different field of studies must sustain CSR/sustainability curricula/course if an effective impact on students' long-term ethical, sustainable, and responsible behaviour is the envisaged learning outcome. This paper introduces EffSET and discusses its methodology. Preliminary results from very first applications are, also, showed.
A self-evaluation tool of sustainability concepts in higher education institutions courses
[EN] In this paper, a self-evaluation tool is developed to allow educators and Higher Education Institutions to assess their efforts in pursuing Education for Sustainable Development. The composite index here proposed allows the individual components that contribute to the pursuit of sustainability in education to be grasped in isolation and, at the same time, provides an overall evaluation measure of all the elements taken into consideration. The index is based on the identification of elements that measure the efficiency of the allocated expenditure. At the same time, it encompasses measures of the impact and perception of sustainability concept by staff and students. Albeit in a laborious way, the application of the tool leads to an unbiased assessment of education for sustainable development results. This composite indicator can be used in a replicative manner elsewhere and offers the advantage of being able to carry out comparative evaluative analyses. This is due to its adaptive flexibility. ; The study is part of EFFORT (EFFectiveness Of Responsible Teaching), a project (partially) funded by the Erasmus+ grant program of the European Union under grant no. 2019-1-DE01-KA203-005057. Neither the European Commission nor the project´s national funding agency DAAD are responsible for the content or liable for any losses or damage resulting of the use of these resources. We are grateful to the members of EFFORT team for their precious suggestions and insights while developing the paper. ; Venezia, E.; Pizzutilo, F. (2021). A self-evaluation tool of sustainability concepts in higher education institutions courses. En 7th International Conference on Higher Education Advances (HEAd'21). Editorial Universitat Politècnica de València. 669-677. https://doi.org/10.4995/HEAd21.2021.13055 ; OCS ; 669 ; 677
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On the Maturity of Social Responsibility and Sustainability Integration in Higher Education Institutions: Descriptive Criteria and Conceptual Framework
In: The International Journal of Management Education 2021
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Are Catastrophe Bonds Effective Financial Instruments in the Transport and Infrastructure Industries? Evidence from International Financial Markets
In: Business and Economic Horizons, 14(2), pp. 256-267 (2018)
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Real Option Analysis Applied to Transport Investment Projects
In: Proceedings of the Third International Conference on Traffic and Transport Engineering
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Loan Guarantees: An Option Pricing Theory Perspective
In: International Journal of Economics and Financial Issues, Volume 2015, Issue 5(4)
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FDI Location Choices Under Uncertainty: A Binomial Options-Based Approach
In: Journal of Finance and Economics, Volume 2(3), p. 70-74
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Performances and Risk of Socially Responsible Investments Across Regions During Crisis
In: International Journal of Finance and Economics, 2020
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Portfolio performance implications of investment in renewable energy equities: Green versus gray
In: Corporate social responsibility and environmental management, Volume 30, Issue 6, p. 2990-3005
ISSN: 1535-3966
AbstractThe Sustainable Development Goals of the United Nation and interest by investors in Environmental, Social and Governance (ESG) investment strategies have caused a rapid shift to the green or renewable energy sector, from traditional or gray (oil, gas, and coal) energy companies. In this study, we examine whether and to what extent, financially speaking, there is a price to pay for investing in renewable energy sector equity. Moreover, we seek to determine whether green investments can be considered a hedge during times of financial stress. We find that alphas from investments in a portfolio of gray (overall energy sector) stocks and versus a portfolio of renewable energy equities during an exogenous, non‐financial shock—the COVID‐19 pandemic—and during non‐crisis periods did not differ statistically. However, the renewable energy index showed higher idiosyncratic volatility than the energy index, as expected. The results are robust to alternative model specifications. From a practical perspective, our results are informative in that they provide insights into the tradeoffs associated with renewable energy investments. In particular, risk‐adjusted returns to a renewable energy portfolio may be affected by greater idiosyncratic risk.
Portfolio Performance Implications of Investment in Renewable Energy Equities: Green Versus Gray
In: Lean, H. H., Pizzutilo, F., Gleason, K. (2023), Portfolio performance implications of investment in renewable energy equities: Green versus gray, Corporate Social Responsibility and Environmental Management, pp. 1– 16. https://doi.org/10.1002/csr.2533
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