Abstract
The aim of the chapter is to verify whether portfolio investments in companies declaring the use of CSR can be effective. The chapter aims to indicate whether the use of information on the use of CSR by companies may be effective in making long-term investment decisions. For this purpose, a portfolio of securities for companies included in the RESPECT index was built, and its effectiveness was presented in comparison to the portfolio built using the classic approach. The conducted study will answer the question of whether portfolio investments in companies declaring the use of CSR can be beneficial and whether focusing only on companies of this type can be an alternative to building a securities portfolio. It is important for the horizontal diversification of risk. The analysis used data on the share prices of companies listed on the WSE in 2019–2020. The analysis was carried out for companies included in the WIG20 and RESPECT Index.
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Ankiewicz, M. (2021). RESPECT Index on the Stock Exchange, Building an Investment Portfolio. In: Nermend, K., Łatuszyńska, M., Thalassinos, E. (eds) Decision-Making in Management. CMEE 2019. Contributions to Management Science. Springer, Cham. https://doi.org/10.1007/978-3-030-67020-7_12
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DOI: https://doi.org/10.1007/978-3-030-67020-7_12
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