Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment

摘要: The current economic crisis fuels the financial social responsibility after an epoch of many excesses with damaging effects. This work tackles two emerging streams in literature: behavioral portfolio theory mental accounting and socially responsible investment (SRI). Promoting SRI is regarded by a lot experts, policymakers researchers from field sciences, as one potential solutions order to avoid future crises. Therefore, new models for this approach are necessary. We try support class investors that select their investments under framework also they want achieve certain level SR quality portfolios. In reconcile choice frames, avoiding unnecessary sacrifices performance, we have designed model based on goal programming integrates cornerstones investor. Furthermore, propose fuzzy inference system determine amount money allocated each account well confidence assigned account. tool expert knowledge modeled if–then rules.