How performance of risk-based strategies is modified by socially responsible investment universe?
Year of publication: |
2015
|
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Authors: | Bertrand, Philippe ; Lapointe, Vincent |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 38.2015, p. 175-190
|
Subject: | Socially responsible investment | Alternative and smart beta strategies | Risk-adjusted performance | Robust covariance matrix | Nachhaltige Kapitalanlage | Sustainable investment | Corporate Social Responsibility | Corporate social responsibility | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Performance-Messung | Performance measurement |
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