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Keywords: Three factor model
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Journal Articles
Journal:
Social Responsibility Journal
Social Responsibility Journal (2020) 16 (4): 579–594.
Published: 24 June 2019
... (CAPM) and the Fama and French three-factor model. Findings The study finds that SRI portfolios significantly underperform their benchmark index, in case of, the developing nations, however, enjoy a significantly lower risk. This is contrary to the findings in case of developed nations, where the US...
