The ecologically enhanced versions of the quantitative strategy were superior to those of the baseline portfolio, although all the active strategies exceeded the benchmark for the time frame tested, even after accounting for transaction costs and incorporating style constraints. It was found...

Estimated effects of relative prices on trade shares are presented in this paper for 64 countries. The equations are estimated using pooled time series, cross section data under the assumption that the error term is serially correlated across time and heteroskedastic across countries. The...

Estimated effects of relative prices on trade shares are presented in this paper for 64 countries. The equations are estimated using pooled time series, cross section data under the assumption that the error term is serially correlated across time and heteroskedastic across countries. The...

More and more firms tend nowadays to adopt environment-friendly attitudes. Their motivation originates in local environmental regulations or requirements of foreign markets to which firms export (both induced by consumers and investors' valuation of pro-environment initiatives). There is a...