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Systematic ESG exposure and stock returns : evidence from the United States during the 1991-2019 period
Karoui, Aymen; Nguyen, Duc Khuong - In: Business ethics, the environment & responsibility 31 (2022) 3, pp. 604-619
Persistent link: https://www.econbiz.de/10013325889
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What Drives Active Share? Active Stock Selection or Active Stock Weights
Karoui, Aymen - 2020
Active Share is a popular measure of active management. However, it is not clear what drives Active Share. To improve our understanding, we decompose Active Share into Active Stock Selection (ASE) and Active Stock Weights (ASW). ASE captures portfolio weights in stocks outside the portfolio...
Persistent link: https://www.econbiz.de/10012840712
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What drives Active Share? : Active Stock Selection or Active Stock Weights
Karoui, Aymen; Patel, Saurin - In: Journal of investment management : JOIM 18 (2020) 4, pp. 75-93
Persistent link: https://www.econbiz.de/10012589438