I find it difficult to balance my distaste for corporations that act irresponsibly with my laziness in regard to my investment portfolio. I use a slight variant on the three-fund portfolio (http://www.bogleheads.org/wiki/Three-fund_portfolio). I value its simplicity because it saves me time and gives an acceptable expected return. However, using large total market funds means that I'm invested in so many companies that it would take a very long time to investigate each one for responsibility.
Good on Mr. Cuban for standing up here.