... derivative works of this article (for both commercial and non-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence may be seen at Link to the terms of the CC BY 4.0 licence . Social capital ESG scores Systematic risk Beta+ Beta...

...Rosmah Mat Isa; Rashid Ameer Purpose This article seeks to explain and empirically test the relationship between managerial social capital and hedge fund performance. Design/methodology/approach This article uses a capital asset pricing model (CAPM)‐style five factor model to estimate excess...