Open Access
| Issue |
SHS Web Conf.
Volume 93, 2021
3rd International Scientific Conference on New Industrialization and Digitalization (NID 2020)
|
|
|---|---|---|
| Article Number | 02020 | |
| Number of page(s) | 7 | |
| Section | Financial and Legal Mechanisms (Instruments) of Industrialization and Digitalization | |
| DOI | https://doi.org/10.1051/shsconf/20219302020 | |
| Published online | 12 January 2021 | |
- N.P.B. Bollen, JFQA. 42, 683 (2007) [Google Scholar]
- G. Gutsche, A. Ziegler, JBF, 102, 1155 (2019) [Google Scholar]
- Т.V. Teplova, FRM, 4, 282 (2013) [Google Scholar]
- M. Limkriangkrai, S. Koh, R.B. Durand, IRF, 17, 461 (2017) [Google Scholar]
- N.B. Boldyreva, L.G. Reshetnikova, E.A. Tarkhanova, Z.V. Pisarenko, S.A. Kalayda, JRFM, 13, 72 (2020) [CrossRef] [Google Scholar]
- J.H. Fan, L. Michalski, IREF, 70, 230 (2020) [Google Scholar]
- J. Bender, X. Sun, T. Wang, Thematic indexing, meet smart beta! merging ESG into factor portfolios (2017) [Google Scholar]
- L. Kaiser, ESG integration: Value, growth and momentum (2018) [Google Scholar]
- S. Brammer, C. Brooks, S. Pavelin, FM, 35, 97 (2006) [Google Scholar]
- K. Cremers, V.B. Nair, JF, 60, 2859 (2005) [CrossRef] [Google Scholar]
- J.E. Humphrey, D.D. Lee, Y. Shen, AJM, 37, 135 (2012) [Google Scholar]
- M. Statman, D. Glushkov, FAJ, 65, 33 (2009) [Google Scholar]
- A. Ang, Asset management: A systematic approach to factor investing (2014) [CrossRef] [Google Scholar]
- N. Cakici, F.J. Fabozzi, S. Tan, Size, Value, and Momentum in Emerging Market Stock Returns (2012) [Google Scholar]
- E.F. Fama, K.R. French, JFE, 105, 457 (2012) [CrossRef] [Google Scholar]
- Е.S. Mikova, Т.V. Teplova, FINIS, 41, 16 (2013) [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.