The Impact of ESG Screening on Portfolio Performance
碩士 === 國立中央大學 === 財務金融研究所 === 99 === By using the single-factor model and the multi-factor model to calculate the abnormal return of Dow Jones Sustainability Index United States (DJSI US), the goal of this study is to examine whether the portfolio performance of investor will be affected by the adop...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48944786491185447182 |