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Evaluation of the Cultural Environment’s Impact on the Performance of the Socially Responsible Investment Funds
16 references·1 citing·34 second hop
Evaluation of the Cultural Environment’s Impact on the Performance of the Socially Responsible Investment Funds (2016)Evaluation of the Cultural Environment’s …Die protestantische Ethik und der "Geist" des Kapitalismus (2015)Die protestantische Ethik und…Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)Socially responsible investme…Corporate Governance and Equity Prices (2003)Corporate Governance and Equi…Social Foundations of Postindustrial Economies (1999)Social Foundations of Postind…Law and Finance (1998)Law and FinanceOn Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Legal Determinants of External Finance (1997)Legal Determinants of Externa…Toward a New Conception of the Environment-Competitiveness Relationship (1995)Toward a New Conception of th…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Three Worlds of Welfare Capitalism. (1991)The Three Worlds of Welfare C…WHAT'S IN A NAME? REPUTATION BUILDING AND CORPORATE STRATEGY. (1990)WHAT'S IN A NAME? REPUTATION …The three worlds of welfare capitalism (1990)The three worlds of welfare c…Culture and Organizations (1980)Culture and OrganizationsThe arbitrage theory of capital asset pricing (1976)The arbitrage theory of capit…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Sustainability performance indicators: Definition, interaction, and influence of contextual characteristics (2020)Sustainability performance in…What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Financial Intermediation and Delegated Monitoring (1984)Competitive Advantage: Creating and Sustaining Superior Performance (1985)The Competitive Advantage of Nations (1991)Redefining innovation — eco-innovation research and the contribution from ecological economics (2000)Green supply‐chain management: A state‐of‐the‐art literature review (2007)The roads ahead: Narratives for shared socioeconomic pathways describing world futures in the 21st century (2015)Citizenship and Social Class (1951)Unemployment: macroeconomic performance and the labour market (1992)An Introduction to Varieties of Capitalism (2001)The New Politics of the Welfare State (2001)Varieties of Capitalism (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Multifactor Explanations of Asset Pricing Anomalies (1996)Modernization, cultural change, and democracy the human development sequence (2005)Case Selection Techniques in Case Study Research (2008)The 'Southern Model' of Welfare in Social Europe (1996)The Paradox of Redistribution and Strategies of Equality: Welfare State Institutions, Inequality, and Poverty in the Western Countries (1998)Cultural Backlash (2019)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1998Law and Finance17,902 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1990The three worlds of welfare capitalism16,528 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1995Toward a New Conception of the Environment-Competitiveness Relationship13,329 cited
  • 1997Legal Determinants of External Finance9,776 cited
  • 1991The Three Worlds of Welfare Capitalism.7,092 cited
  • 1976The arbitrage theory of capital asset pricing7,081 cited
  • 1999Social Foundations of Postindustrial Economies6,253 cited
  • 2003Corporate Governance and Equity Prices6,115 cited
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  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1980Culture and Organizations3,161 cited
  • 2008Socially responsible investments: Institutional aspects, performance, and investor behavior1,756 cited
  • 2015Die protestantische Ethik und der "Geist" des Kapitalismus1,440 cited

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  • 2020Sustainability performance indicators: Definition, interaction, and influence of contextual characteristics29 cited