Scipediacontent at 09:11, 12 June 2017

2017-06-12T09:11:12Z

Scipediacontent: Scipediacontent moved page Draft Content 833972057 to De-la-Torre et al 2016a

2017-06-12T08:48:21Z

Scipediacontent moved page Draft Content 833972057 to De-la-Torre et al 2016a

Scipediacontent: Created page with "==Abstract== The present paper studies the mean–variance efficiency of the sustainable investment (SI) practice in Mexico by proving the existence of a statistical equality..."

2017-06-12T08:45:21Z

Created page with "==Abstract== The present paper studies the mean–variance efficiency of the sustainable investment (SI) practice in Mexico by proving the existence of a statistical equality..."

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 |}
-where '''r''' = [Δ % ''IPCS''<sub>''t''</sub>, Δ % ''IPCcomp''<sub>''t''</sub>]′ was the vector of the percentage variations of the IPCS and IPCcomp at ''t'', and '''m'''<sub>0</sub> and '''C'''<sub>0</sub> were, respectively, the mean vector and variance–covariance matrix of the entire time series of percentage variations of the IPCS and IPCcomp in the simulation. In order to determine which date was atypical, we used ''d''<sub>''t''</sub> in a 95% upper confidence interval by assuming that <math display="inline">d_t\vartriangleleft X_i^2\mbox{\;  }(df=2)</math>.
+where '''r''' = [Δ % ''IPCS''<sub>''t''</sub>, Δ % ''IPCcomp''<sub>''t''</sub>]′ was the vector of the percentage variations of the IPCS and IPCcomp at ''t'', and '''m'''<sub>0</sub> and '''C'''<sub>0</sub> were, respectively, the mean vector and variance–covariance matrix of the entire time series of percentage variations of the IPCS and IPCcomp in the simulation. In order to determine which date was atypical, we used ''d''<sub>''t''</sub> in a 95% upper confidence interval by assuming that <math display="inline">d_t\vartriangleleft X_i^2\mbox{  }(df=2)</math>.
 In [[#tbl0005|Table 1]] we present a resume of the daily percentage variations (returns) of the three IPCS, the IPccomp and an index that present the performance of a 100 base portfolio invested in the risk free asset or CETES28D. This is done in order to show the performance of the IPCS and the IPCcomp in an annual, monthly and daily basis.

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De-la-Torre et al 2016a - Revision history

Scipediacontent at 09:11, 12 June 2017

Scipediacontent: Scipediacontent moved page Draft Content 833972057 to De-la-Torre et al 2016a

Scipediacontent: Created page with "==Abstract== The present paper studies the mean–variance efficiency of the sustainable investment (SI) practice in Mexico by proving the existence of a statistical equality..."