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Can Naughty Be Nice for Investors : A Multi-Factor Examination of Vice Stocks

Richey, Greg M. - 2014

This article examines the return characteristics of a portfolio of US 'vice stocks', firms that manufacture and sell socially irresponsible products such as alcohol, tobacco, gaming services and national defense. First of all, I construct a portfolio using the daily returns of 41 vice stocks...

Persistent link: https://www.econbiz.de/10013049706

Research on the Application of Mean-Variance Model in Securities Investment Portfolio Planning : Evidence from China Stock Market

Lu, Yijia - 2023

investment activities. The Markowitz Mean Variance Model can use historical data to analyze the returns and risks of the …The issue of securities investment portfolio has always been important because it is not only an important business … first proposed to use the expected return and variance of securities to study the issue of how to choose the investment …

Persistent link: https://www.econbiz.de/10014353117

Can active investment managers beat the market? : a study from the U.S. large cap equity segment

Šindelář, Jiří - In: Finance research letters 50 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10014234108

Diversification Decisions of Individual Investors and Asset Prices

Kumar, Alok - 2022

This paper examines the relation between equity portfolio diversification choices of individual investors and stock returns. Using a six-year panel (1991-96) of individual investors, I find that stocks with less diversified individual investor clientele earn higher returns. A zero cost portfolio...

Persistent link: https://www.econbiz.de/10014236135

Political risk and portfolio performance : implications for Shariah-compliant investors

Raza, Muhammad Wajid; Suleman, Muhammad Tahir; Zaremba, Adam - In: International journal of Islamic and Middle Eastern … 16 (2023) 5, pp. 996-1008

Persistent link: https://www.econbiz.de/10014340024

Beta-Sorted Portfolios

Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2023

Beta-sorted portfolios—portfolios comprised of assets with similar covariation to selected risk factors—are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little is known of their statistical properties in contrast to...

Persistent link: https://www.econbiz.de/10014343958