Keywords: Three-factor model
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Journal Articles
Sustainability Accounting, Management and Policy Journal (2023) 14 (5): 922–944.
Published: 22 December 2022
.../methodology/approach The absolute rate of return and several risk-adjusted performance measures, for instance, Sharpe ratio, Modigliani–Modigliani measure, Treynor ratio, Jensen’s alpha, information ratio, Fama’s decomposition measure and Fama and French’s three-factor model, have been used in this study...

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