The Opportunity Cost of Negative Screening in Socially Responsible Investing (vol 140, pg 193, 2017)

摘要

Table 3 of Trinks, P. J., Scholtens, B., 2017. The Opportunity Cost of Negative Screening in Socially Responsible Investing. Journal of Business Ethics, 140(2), 193-208, reports the four-factor return performance of long-short sin stock portfolios and sin stock-free portfolios.