Volatility and Herding Bias on ESG Leaders' Portfolios Performance
N Gavrilakis, C Floros - Journal of Risk and Financial Management, 2024 - mdpi.com
We here analyze the factor loadings given by the CAPM, the Fama–French three (FF3), and
the five-factor model (FF5), and test the performance and the validity of adding two more …
the five-factor model (FF5), and test the performance and the validity of adding two more …