Socially Responsible Investment (SRI) versus Islamic Portfolio: Case in Indonesia Stock Market

Vindaniar Y. Putri, Alifia C. Firnuansyah

2019

Abstract

This paper aims to evaluate the socially responsible investment portfolio in Indonesia as an alternative investment for investors who concerned about ethical, ESG, and social environment. This study uses a quantitative approach and portfolio performance model (Jensen measurement, Treynor Index, and Sharpe Index) as performance indicators. The hypothesis of this study based on the current study is that SRI portfolio has better performance than conventional performance. The result of this study may be an alternative for an investor to construct their portfolio. This study expands the existing literature on portfolio management, also the theory of SRI. It will illustrate how the portfolio performance approach could be integrated into our daily needs in managing funds.

Paper Citation

in Harvard Style

Y. Putri V. and C. Firnuansyah A. (2019). Socially Responsible Investment (SRI) versus Islamic Portfolio: Case in Indonesia Stock Market. In Proceedings of the 4th International Conference of Vocational Higher Education - Volume 1: ICVHE, ISBN 978-989-758-530-2, pages 283-289. DOI: 10.5220/0010675100002967

in Bibtex Style

@conference{icvhe19,
author={Vindaniar Y. Putri and Alifia C. Firnuansyah},
title={Socially Responsible Investment (SRI) versus Islamic Portfolio: Case in Indonesia Stock Market},
booktitle={Proceedings of the 4th International Conference of Vocational Higher Education - Volume 1: ICVHE,},
year={2019},
pages={283-289},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0010675100002967},
isbn={978-989-758-530-2},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 4th International Conference of Vocational Higher Education - Volume 1: ICVHE,
TI - Socially Responsible Investment (SRI) versus Islamic Portfolio: Case in Indonesia Stock Market
SN - 978-989-758-530-2
AU - Y. Putri V.
AU - C. Firnuansyah A.
PY - 2019
SP - 283
EP - 289
DO - 10.5220/0010675100002967