... and transparent alternative to traditional active management. Research limitations/implications This research highlights the practical applications of Smart Beta strategies in portfolio management. Professionals can use Smart Beta to enhance portfolio performance through strategic factor combinations...

... and non-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode Carbon data Carbon emissions Climate Finance Investing Portfolio management G10 G11 P18...

... against beta Capital asset pricing model India Emerging markets Beta anomaly Micro- and macro-inefficiencies Portfolio management Smart beta Betting against beta G10 G11 G12 G14 The positive risk–return relationship postulated by the Capital Asset Pricing Model (CAPM) (Sharpe...

...; however, the future researchers can include both NSE and BSE companies. Practical implications The paper has important implications for portfolio managers and retail investors following a top-down approach of investing. The portfolio manager can strategically build up the portfolios to concentrate...

... Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Equity Portfolio management Fixed income Student-managed investment fund After all presentations are made, the class votes on proposed investment recommendations. The recommendations...

...Rashid Ameer; Radiah Othman Purpose The purpose of this paper is to examine the relationship between corporate social responsibility (CSR) performance communication and stocks’ performance using socially responsible investment (SRI) portfolio management approach. Design/methodology/approach...

... on mutual funds. This paper adds to that literature by examining the impact of individual stock ratings in the Hare and Tortoise portfolios. Investments Information disclosure Stock prices Portfolio management Event studies Morningstar is a well recognized and respected name in the securities...

... model Liquidity Momentum Stock markets Japan Portfolio management The identification of a correct asset pricing model has long been an important theme in financial economic literature. Such a model not only explains the behavior of stock returns but also strengthens the ability to forecast...

... difficult for a portfolio manager to consistently outperform others. Managers of similar investment styles tend to use similar investment schemes. As a result, competition for eligible stocks has increased markedly for some trading strategies. Hence, the magnitude of historical return performance...

... run. Given MostSRF out performed the other two indices in this time line, a new paradigm for understanding the impact of SRI is revealed. © Emerald Group Publishing Limited 2005 social responsibility financial performance portfolio management Volume 30 Number 8 2005 33 Doing Well...