Corporate sustainability in asset pricing models and mutual funds performance measurement
Year of publication: |
2014
|
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Authors: | Walker, Thomas J. ; Lopatta, Kerstin ; Kaspereit, Thomas |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 4, p. 363-407
|
Subject: | Asset pricing | Corporate sustainability | Factor models | Mutual funds | Performance measurement | Investmentfonds | Investment Fund | CAPM | Performance-Messung | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Corporate Social Responsibility | Corporate social responsibility |
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