Sustainability versus Sin: Stochastic Dominance Criteria

碩士 === 國立勤益科技大學 === 流通管理系 === 105 === In this paper, we use stochastic dominance analysis to study the relative performance of sustainability versus sin strategies. Using index return data on sustainability stocks versus sin stocks, including DJSI, FTSE4GOOD, Calvert Social, MSCI ESG, and SINdex, w...

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Bibliographic Details
Main Authors: Yu-Chan Chen, 陳瑜禪
Other Authors: Chien-Jung Lai
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/7fc83j