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AN ASSESSMENT OF ABNORMAL RETURNS AND RISK IN SOCIALLY RESPONSIBLE FIRMS USING FUZZY ALPHA JENSEN AND FUZZY BETA

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...

Persistent link: https://www.econbiz.de/10010709791

CAPM with fuzzy returns and hypothesis testing

Moussa, A. Mbairadjim; Kamdem, J. Sadefo; Shapiro, A. F.; … - In: Insurance / Mathematics & economics 55 (2014), pp. 40-57

Persistent link: https://www.econbiz.de/10010366209

Shareholder activism and equity price reactions

King, Timothy; Bozos, Konstantinos; Koutmos, Dimitrios - In: Economics letters 160 (2017), pp. 100-104

Persistent link: https://www.econbiz.de/10011903814

Socially responsible : are they profitable?

Syed, Ali Murad - In: Research in international business and finance 42 (2017), pp. 1504-1515

Persistent link: https://www.econbiz.de/10011761099

Should risk-averse investors target the portfolios of socially responsible companies?

Valls Martínez, María del Carmen; Soriano Román, Rafael - In: Oeconomia Copernicana 13 (2022) 2, pp. 439-474

Persistent link: https://www.econbiz.de/10013347093

Performance of ESG-integrated smart beta strategies in Asia-Pacific stock markets

Tan, Yeng-May; Szulczyk, Kenneth; Sii, Yew-Hei - In: Research in international business and finance 66 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014458440

The conditional relation between Fama-French betas and return

Koch, Stefan; Westheide, Christian - In: Schmalenbach business review : sbr 65 (2013) 4, pp. 334-358

Persistent link: https://www.econbiz.de/10010196962

Corporate social responsibility and systematic risk : international evidence

Dorfleitner, Gregor; Grebler, Johannes - In: The journal of risk finance : JRF 23 (2022) 1, pp. 85-120

Persistent link: https://www.econbiz.de/10012797862

Shrinking the capital costs and beta risk impediments through ESG : study of an emerging market

Gupta, Santushti; Aggarwal, Divya - In: Asian review of accounting 32 (2024) 2, pp. 249-277

Persistent link: https://www.econbiz.de/10014512760

The contributions of betas versus characteristics to the ESG premium

Ciciretti, Rocco; Dalò, Ambrogio; Dam, Lammertjan - In: Journal of empirical finance 71 (2023), pp. 104-124

Persistent link: https://www.econbiz.de/10014293057

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