Today, Socially Responsible financial investment has taken on particular importance. Investors normally select their most profitable investments, but over the years they have appreciated that companies develop Socially Responsible policies. Financial indices have also created Socially Responsible versions. In this paper, we run a statistical arbitrage technique known as Pairs Trading using stocks of the FTSE4GOOD Socially Responsible Index. Different strategies will be tested to demonstrate that there are no significant differences between the performance of the portfolio composed by Corporate Social Responsibility (CSR) stocks and those composed by ordinary stocks.

中文翻译：

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探索企业社会责任公司的套利策略

如今，对社会负责的金融投资变得尤为重要。投资者通常会选择最有利可图的投资，但多年来，他们已经意识到公司制定了对社会负责的政策。金融指数还创建了社会责任版本。在本文中，我们使用 FTSE4GOOD 社会责任指数的股票运行一种称为配对交易的统计套利技术。将测试不同的策略，以证明由企业社会责任（CSR）股票组成的投资组合与由普通股票组成的投资组合的表现没有显着差异。