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dc.contributor.authorMontoya Cruz, Estefanía
dc.contributor.authorRamos Requena, José Pedro
dc.contributor.authorTrinidad Segovia, Juan Evangelista
dc.contributor.authorSánchez Granero, Miguel Ángel
dc.date.accessioned2020-09-02T10:44:22Z
dc.date.available2020-09-02T10:44:22Z
dc.date.issued2020-08-05
dc.identifier.issn2071-1050
dc.identifier.urihttp://hdl.handle.net/10835/8408
dc.description.abstractToday, Socially Responsible financial investment has taken on particular importance. Investors normally select their most profitable investments, but over the years they have appreciated that companies develop Socially Responsible policies. Financial indices have also created Socially Responsible versions. In this paper, we run a statistical arbitrage technique known as Pairs Trading using stocks of the FTSE4GOOD Socially Responsible Index. Different strategies will be tested to demonstrate that there are no significant differences between the performance of the portfolio composed by Corporate Social Responsibility (CSR) stocks and those composed by ordinary stocks.es_ES
dc.language.isoenes_ES
dc.publisherMDPIes_ES
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectCorporate Social Responsibilityes_ES
dc.subjectHurst exponentes_ES
dc.subjectPairs Tradinges_ES
dc.subjectcorrelationes_ES
dc.subjectco-movementes_ES
dc.titleExploring Arbitrage Strategies in Corporate Social Responsibility Companieses_ES
dc.typeinfo:eu-repo/semantics/articlees_ES
dc.relation.publisherversionhttps://www.mdpi.com/2071-1050/12/16/6293es_ES
dc.rights.accessRightsinfo:eu-repo/semantics/openAccesses_ES


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Attribution-NonCommercial-NoDerivatives 4.0 Internacional
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 Internacional