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IRB asset and default correlation : rationale for the macroprudential mark-ups to the IRB risk-weights
Penikas, Henry - In: Risk management : an international journal 25 (2023) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10013490813
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Equity SRI funds vacillate between ethics and money : an analysis of the funds' stock holding decisions
Joliet, Robert; Titova, Yulia - In: Journal of banking & finance 97 (2018), pp. 70-86
Persistent link: https://www.econbiz.de/10011967306
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Equity SRI Funds Vacillate between Ethics and Money : An Analysis of the Funds’ Stock Holding Decisions
Joliet, Robert - 2020
We provide a detailed holdings-based analysis of investment decisions made by U.S. equity SRI funds. Besides incorporating conventional fundamental factors, such as earnings growth, leverage, dividend yield, stock return and volatility, SRI funds adjust portfolio weights by considering...
Persistent link: https://www.econbiz.de/10012828699
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Who is greener, more social and better-governed? : dual ownership by SRI mutual funds stands out
Joliet, Robert; Titova, Yulia - In: Economics letters 243 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10015080710