The comparison of socially responsible indices in Central and Eastern Europe

Bogna Janik , Marcin Bartkowiak

Abstract

The aim of the research is to find the differences and similarities between the indices of socially responsible companies in Central and Eastern Europe (CEE). The scope of the analysis includes sustainable companies listed in the RESPECT, CEERIUS and VONIX indices. Not only was the composition of indices analysed but also their profitability and efficiency were measured. The rate of return and Sharpe ratios as well as modified Sharpe ratios, Sortino ratios, omega ratios, RoVaR for daily and weekly returns were also calculated. The process of selecting companies to be included in the socially responsible indices is different in the Warsaw Stock Exchange and Vienna Stock Exchange. The reason is that the RESPECT index also includes the companies that according to the report by the European Environment Agency (EEA) are on the list of the biggest polluters in Europe.
Author Bogna Janik - Wyższa Szkoła Bankowa w Poznaniu
Bogna Janik,,
-
, Marcin Bartkowiak (WIiGE / KMS)
Marcin Bartkowiak,,
- Department of Applied Mathematics
Journal seriesInternational Journal of Environmental Technology and Management, ISSN 1466-2132, e-ISSN 1741-511X, (0 pkt)
Issue year2015
Vol18
No2
Pages 153-169
Publication size in sheets0.8
Keywords in Englishsustainable investment; socially responsible investing; CEE; socially responsible portfolios; Central and Eastern Europe; corporate social responsibility; CSR; sustainability; profitability; efficiency
ASJC Classification2305 Environmental Engineering; 2308 Management, Monitoring, Policy and Law
DOIDOI:10.1504/IJETM.2015.068976
Languageen angielski
Score (nominal)5
Score sourcejournalList
ScoreMinisterial score = 0.0, 23-12-2019, ArticleFromJournal
Ministerial score (2013-2016) = 5.0, 23-12-2019, ArticleFromJournal
Publication indicators WoS Citations = 1; Scopus SNIP (Source Normalised Impact per Paper): 2015 = 0.083
Citation count*7 (2020-08-04)
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* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.
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