Zobrazeno 1 - 10
of 124
pro vyhledávání: '"C Geczy"'
Publikováno v:
The Review of Asset Pricing Studies. 11:309-351
We construct optimal portfolios of mutual funds whose objectives include socially responsible investment (SRI). Comparing portfolios of these funds to those constructed from the broader fund universe reveals the cost of imposing the SRI constraint on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fc56b3a1e488b45e425e98c2dc298664
https://doi.org/10.1093/rapstu/raab004
https://doi.org/10.1093/rapstu/raab004
Publikováno v:
The Journal of Investing. 29:110-127
Using an earnings forecasting model is useful and produces statistically significant outperformance in US stock selection. This study finds that the incorporation of environmental, social, and governance (ESG) criteria can potentially enhance stockho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f3879c43a8e4475fea10c78e2aee3e43
https://doi.org/10.3905/joi.2020.1.115
https://doi.org/10.3905/joi.2020.1.115
Akademický článek
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Publikováno v:
FINANCIAL PLANNING REVIEW. 4
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2bcc5d3d67a9956081886ad8f285ee24
https://doi.org/10.1002/cfp2.1111
https://doi.org/10.1002/cfp2.1111
Autor:
John B. Guerard, Christopher C. Geczy
Publikováno v:
SSRN Electronic Journal.
Using long-standing models for expected returns of US equities, we show that firm environmental ratings interact with those forecasted returns and produce excess returns both unconditionally and conditionally. Well-known factor models subsume neither
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a098bf81753df1bc4b4fa611ef90d11a
https://doi.org/10.2139/ssrn.3903480
https://doi.org/10.2139/ssrn.3903480
Autor:
Christopher C. Geczy
Publikováno v:
FINANCIAL PLANNING REVIEW. 3
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b4a8eb2593157cce40caa8d6729b7fe3
https://doi.org/10.1002/cfp2.1100
https://doi.org/10.1002/cfp2.1100
Publikováno v:
FINANCIAL PLANNING REVIEW. 3
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6b67bc9e998125cdac689fc409474a4
https://doi.org/10.1002/cfp2.1094
https://doi.org/10.1002/cfp2.1094
Publikováno v:
FINANCIAL PLANNING REVIEW. 3
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bc3008ce09b29306d7e9024fa00faa19
https://doi.org/10.1002/cfp2.1074
https://doi.org/10.1002/cfp2.1074
Publikováno v:
FINANCIAL PLANNING REVIEW. 2
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4c7aabf4c208f01c0ae10a90b13a7568
https://doi.org/10.1002/cfp2.1060
https://doi.org/10.1002/cfp2.1060
Autor:
Christopher C. Geczy, Mikhail Samonov
Publikováno v:
SSRN Electronic Journal.
Using hand-collected data of commodity futures contracts going back to 1877, we replicate in the pre-sample history the well-documented cross-sectional commodity factor premia of momentum, value and basis. All three premia remain significantly positi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::31a60eaa763e0c85da889222aca1f944
https://doi.org/10.2139/ssrn.3336406
https://doi.org/10.2139/ssrn.3336406