Valoración del mercado de los activos éticos: una aplicación del método de precios hedónicos

• Cañal-Fernández, Verónica ^[1]
  1. [1] Universidad de Oviedo

     Universidad de Oviedo

     Oviedo, España

     
• Localización: Anales de ASEPUMA, ISSN-e 2171-892X, Nº. 18, 2010
• Idioma: español
• Enlaces
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• Dialnet Métricas: 1 Cita
• Resumen
  • español

    En este trabajo se presenta una aplicación del método hedónico para analizar de forma agregada si los inversores deciden invertir en fondos que valoran a las empresas que tienen en cuenta las consecuencias sociales y medioambientales de sus actividades. Para ello se analiza el mercado de los Fondos de Inversión Socialmente Responsables españoles desde una perspectiva microeconómica, prestando atención a la valoración de los criterios de responsabilidad social publicados en el folleto informativo del fondo, a partir de los cuales se realiza un Análisis Factorial por Componentes Principales utilizando el paquete estadístico R. Las puntuaciones de los factores obtenidos sustituirán al conjunto de variables originales en el análisis hedónico.

  • English

    This paper presents an application of the hedonic method to analyze, in aggregate terms, whether investors decide to invest in funds that they value to companies that take into account social and environmental consequences of their activities and the extent to respond to such offers. The Socially Responsible Investment Funds are analyze from a microeconomic perspective, paying attention to the valuation of social responsibility criteria published in the prospectus of the fund, from which, it is realized a Component Factor Analysis Key using the statistical package R. The factor scores obtained replaced the original set of variables in the hedonic analysis.

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