Automated trading is used in most of the major markets of our world. In order to ensure sustainable development, incorporating ethical and socially responsible ideas while designing these Artificial Intelligence (AI) systems has become a necessity. Both the industry and the academia are working towards Responsible AI, which can make Socially Responsible Investments (SRI). This paper reviews the research on SRI investment in the financial sector and evaluates these methods, which can help find future research directions in Computational Finance. This survey looks at the machine learning techniques used for ethical decision-making while stock or forex trading, which will benefit any further research work on Responsible AI in Finance.