How performance of risk-based strategies is modified by socially responsible investment universe?
Philippe Bertrand; Vincent Lapointe
| Year of publication: |
2015
|
|---|---|
| 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 | Portfolio-Management | Portfolio selection | Corporate Social Responsibility | Corporate social responsibility | Korrelation | Correlation | Anlageverhalten | Behavioural finance | Performance-Messung | Performance measurement |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011337613