From the last few years, awareness of socially responsible investments (SRI) investment is increasing in India. Study in SRI portfolio is gaining importance in finance research. To select an optimum portfolio (SRI or non-SRI), the investor should have basic knowledge about the weights. It is found that equal weight does not always give the desired result to the investors. An investor can also define the weight function heuristically based on their risk propensity to avoid the criticality in statistical calculation. The present article tries to get a heuristic optimum portfolio by comparing the SRI and non-SRI portfolios based on the risk-taking ability of the investors. Two types of investors are considered–optimistic and pessimistic. SENSEX and GREENEX are considered as non-SRI and SRI portfolios respectively. The main aim of the study is to see what type of investors get near optimum solutions if they go for SRI investment. After the analysis, it is found that the pessimistic investors’ decision is nearer to the optimum solution as compared to the optimistic investors’ decision if they go for SRI investment. So, it can be said that the pessimistic investors’ investment decision is better when compared to the optimistic investors in SRI investment.

从过去几年开始，印度对社会责任投资 (SRI) 投资的认识不断提高。SRI 投资组合的研究在金融研究中越来越重要。要选择最佳投资组合（SRI 或非 SRI），投资者应该对权重有基本的了解。研究发现，同等权重并不总是给投资者期望的结果。投资者还可以根据自己的风险倾向启发式地定义权重函数，以避免统计计算中的关键性。本文试图根据投资者的风险承担能力，通过比较SRI和非SRI投资组合，得出一个启发式最优投资组合。两种类型的投资者被认为是乐观的和悲观的。SENSEX 和 GREENEX 分别被视为非 SRI 和 SRI 投资组合。该研究的主要目的是了解哪些类型的投资者在进行 SRI 投资时会获得接近最佳的解决方案。分析后发现，悲观投资者的决策比乐观投资者的投资SRI投资决策更接近最优解。因此，可以说悲观投资者的投资决策比乐观投资者的投资决策要好。