Warning : SRI need not kill your sharpe and information ratios : forecasting of earnings and efficient SRI and ESG portfolios
Christopher C. Geczy, John B. Guerard and Mikhail Samonov
| Year of publication: |
2020
|
|---|---|
| Authors: | Géczy, Christopher ; Guerard, John Baynard ; Samonov, Mikhail |
| Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 29.2020, 2, p. 110-127
|
| Subject: | ESG investing | portfolio theory | portfolio construction | performance measurement | Portfolio-Management | Portfolio selection | Nachhaltige Kapitalanlage | Sustainable investment | Performance-Messung | Performance measurement | Finanzanalyse | Financial analysis | Corporate Social Responsibility | Corporate social responsibility | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/joi.2020.1.115 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013177401