Journal of Risk Finance: Volume 23 Issue 1

Short- and long-term effects of responsible investment growth on equity returns

Yann Ferrat, Frédéric Daty, Radu Burlacu

The growth of socially responsible assets has been exponential over the last decade, they now account for almost a third of professional investments. As the growth persists, faith…

Power law bond price and yield approximation

Joel R. Barber

This paper determines a simple transformation that nearly linearizes the bond price formula. The transformed price can be used to derive a highly accurate approximation of the…

Trading activity on social trading platforms – a behavioral approach*

Gregor Dorfleitner, Isabel Scheckenbach

Social trading platforms are considered to be amongst the major innovations in online trading. The purpose of this article is to analyze the trading activity of traders on social…

A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors

Anja Vinzelberg, Benjamin Rainer Auer

Motivated by the recent theoretical rehabilitation of mean-variance analysis, the authors revisit the question of whether minimum variance (MinVar) or maximum Sharpe ratio (MaxSR…

Corporate social responsibility and systematic risk: international evidence

Gregor Dorfleitner, Johannes Grebler

This paper aims to close gaps in the current literature according to whether there are differences regarding the relationship between corporate social performance (CSP) and…