How performance of risk-based strategies is modified by socially responsible investment universe?

Philippe Bertrand; Vincent Lapointe

doi:10.1016/j.irfa.2014.11.009

Journal Articles International Review of Financial Analysis Year : 2015

How performance of risk-based strategies is modified by socially responsible investment universe?

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Philippe Bertrand

Function : Author
PersonId : 12026
IdHAL : philippe-bertrand
IdRef : 110465652

Centre d'Études et de Recherche en Gestion d'Aix-Marseille

Vincent Lapointe

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Groupement de Recherche en Économie Quantitative d'Aix-Marseille

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Quantitative Finance [q-fin] General Finance [q-fin.GN]

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https://hal-amu.archives-ouvertes.fr/hal-01833066

Submitted on : Monday, July 9, 2018-12:37:20 PM

Last modification on : Thursday, July 14, 2022-4:07:59 AM

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hal-01833066 , version 1 (09-07-2018)

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HAL Id : hal-01833066 , version 1
DOI : 10.1016/j.irfa.2014.11.009

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Philippe Bertrand, Vincent Lapointe. How performance of risk-based strategies is modified by socially responsible investment universe?. International Review of Financial Analysis, 2015, 38, pp.175 - 190. ⟨10.1016/j.irfa.2014.11.009⟩. ⟨hal-01833066⟩

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How performance of risk-based strategies is modified by socially responsible investment universe?

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