... individuals hold socially responsible equity funds. They find that intrinsic social preferences play an important role in determining socially responsible investment (SRI) decisions, even when controlling for risk preferences, trading activity, realized Sharpe ratios and other investor characteristics...

... 2021 06 03 2022 14 03 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Mutual fund Sharpe ratio Asset-backed securities Black–Litterman model The global financial crisis of 2007–2009 triggered an unprecedented worldwide...

... growth in revenue and earnings per share of at least 15% annually over the three years ended on or before April 30, 2015. Risks Returns Portfolios Sharpe ratio An effective stock selection strategy lies at the heart of active stock portfolio management. Although efficient markets theory...

..., includes evidence on the simple information ratio and the distribution of it by style. It then proceeds to contrast and compare it with the ratio derived from an estimated beta, the Sharpe ratio and the Treynor ratio, while conclusions are to be drawn concerning the usefulness of each for the investor...