Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective

Does investing in sustainability leaders affect portfolio performance? Analyzing two mutually exclusive leading and lagging global corporate sustainability portfolios (Dow Jones) finds that (1) leading sustainability firms do not underperform the market portfolio, and (2) their lagging counterparts...

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Veröffentlicht in:	The Financial review (Buffalo, N.Y.) N.Y.), 2009-05, Vol.44 (2), p.213-237
Hauptverfasser:	Lee, Darren D., Faff, Robert W.
Format:	Artikel
Sprache:	eng
Schlagworte:	best of sector corporate financial performance corporate social performance G11 G30 global evidence idiosyncratic risk Portfolio performance Q56 Risk factors Social responsibility Studies Sustainability
Online-Zugang:	Volltext
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