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Keywords: Factor exposure
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Journal Articles
South Asian Journal of Business Studies (2025) 14 (3): 332–355.
Published: 23 September 2025
... portfolios based on ESG scores, employing both market-capitalisation and equal-weighting approaches. Performance and risk characteristics were assessed through portfolio analysis, while valuation and factor exposures were examined using Fama–MacBeth regressions and the Fama–French five-factor plus momentum...

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