Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Denys Glushkov"'
Autor:
Denys Glushkov, Meir Statman
Publikováno v:
The Journal of Portfolio Management. 42:140-151
This article offers a factor model for classifying socially responsible mutual funds and measuring their performance. The authors provide a factor model that consists of six factors: the four widely used factors of market, smalllarge (SMB), value-gro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d2b04d05f74fdd1d357f6b071d596d95
https://doi.org/10.3905/jpm.2016.42.2.140
https://doi.org/10.3905/jpm.2016.42.2.140
We analyze a sample of private firms that go public through an initial public debt offering (IPDO) as an alternative to going public through equity (IPO). Firms that choose the IPDO route are larger, more likely to be backed by a financial sponsor su
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e260b59836bb7b7dfba8875edda3f388
https://www.repository.cam.ac.uk/handle/1810/283481
https://www.repository.cam.ac.uk/handle/1810/283481
Publikováno v:
Journal of Behavioral Finance. 13:259-280
This paper tests whether the dynamics of firm growth metrics, such as sales and investment growth, are consistent with firms catering to the market by delivering growth when stock prices are more sensitive to growth-related news. After developing gro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6db40bd80648fc87bbaf581a0cd4a12e
https://doi.org/10.1080/15427560.2012.734882
https://doi.org/10.1080/15427560.2012.734882
Autor:
Denys Glushkov
Publikováno v:
SSRN Electronic Journal.
Using a comprehensive sample of 164 domestic equity Smart Beta (SB) ETFs during 2003-2014 period, I analyze whether these funds beat their benchmarks by tilting their portfolios to well-known factors such as size, value, momentum, quality, beta and v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::84d45f572838331eaaab900c5ee9865b
https://doi.org/10.2139/ssrn.2594941
https://doi.org/10.2139/ssrn.2594941
Autor:
Meir Statman, Denys Glushkov
Publikováno v:
Practical Applications. 3:1.13-4
The demand for socially responsbile investment opportunities has shown that investors care about the expressive and emotional benefits of their investments, beyond the utilitarian benefits of high profits. Indeed, many values-based investors are will
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1d97c23194fef7909977f7ab701416f4
https://doi.org/10.3905/pa.2016.3.4.156
https://doi.org/10.3905/pa.2016.3.4.156
Publikováno v:
SSRN Electronic Journal.
We analyze a sample of private firms that choose to go public through an initial public debt offering (IPDO) as an alternative to going public through equity (IPO). These IPDO firms, which have never been analyzed in the prior literature, are more li
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4db106635e489d3e8962636e3634dab4
https://doi.org/10.2139/ssrn.2024375
https://doi.org/10.2139/ssrn.2024375
Publikováno v:
SSRN Electronic Journal.
It is widely believed that stocks with high idiosyncratic risk exhibit stronger anomalies because arbitrageurs avoid holding these stocks due to diversification concerns, allowing deviations of prices from fundamental values. In this paper we test th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f3f204e8551c9bb8d7fdc00c60daf123
https://doi.org/10.2139/ssrn.1572955
https://doi.org/10.2139/ssrn.1572955
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::965dfad991af911d48a1f34c0f65bc26
https://doi.org/10.2139/ssrn.1442133
https://doi.org/10.2139/ssrn.1442133
Autor:
Denys Glushkov, Meir Statman
Publikováno v:
SSRN Electronic Journal.
Typical socially responsible investors tilt their portfolios toward stocks of companies with high scores on social responsibility characteristics such as community, employee relations and the environment. We analyze returns during 1992-2007 of stocks
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8bba340edbc2cf3a8f28a9cb16feb2e0
https://doi.org/10.2139/ssrn.1372848
https://doi.org/10.2139/ssrn.1372848