Alejandro, Cortez; Aimer, Klender; García, Rodríguez; … - In: Fuzzy Economic Review XVIII (2013) 1, pp. 37-59
This study analyzes the differences in financial performance and risk between sustainable firms and non-sustainable firms through the use of a fuzzy Jensen’s alpha and a fuzzy beta to measure abnormal returns and systematic risk, respectively. The sample consisted of 644 firms from OECD...