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Ethical investment is booming. But what is it?

"(...) However, a second paper published this year (“Sin Stocks Revisited”, by David Blitz of Robeco Asset Management and Frank Fabozzi of EDHEC Business School) contests these results. (...)"

Cited As:

Frank Fabozzi

Professeur, Finance, EDHEC-Risk Institute

"(...) However, a second paper published this year (“Sin Stocks Revisited”, by David Blitz of Robeco Asset Management and Frank Fabozzi of EDHEC Business School) contests these results. (...)"

Type:	Press article
Date:	le 21/09/2017
Research Cluster :	Finance
Source :	The Economist

About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools, ranked 1st worldwide for its Master in Finance. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. For business from birth and dedicated to business, EDHEC makes entrepreneurs for life, able to remodel or create successful businesses wherever they work.
EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.

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"(...) However, a second paper published this year (“Sin Stocks Revisited”, by David Blitz of Robeco Asset Management and Frank Fabozzi of EDHEC Business School) contests these results. (...)"

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Quarterly Review of Economics and Finance (2017), Communications in Statistics - Simulation and Computation (2017), The Journal of Portfolio Management (2017), Review of Finance (2017), International Journal of Finance & Economics (2017), Journal of International Money and Finance (2016), Journal of Derivatives (2015 ; 2016 ; 2018), Journal of Financial Research (2015), Computational Economics (2015), North American Actuarial Journal (2015), Journal of Financial Engineering (2015), Journal of Pension Economics and Finance (2015), Journal of Asset Management (2014 ; 2016 ; 2017), Journal of Statistical Theory and Practice (2014), Journal of Banking & Finance (2014 ; 2016), Journal of Optimization and Applications (2014), European Journal of Operational Research (2014 ; 2016 ; 2017), Economics Letters (2014 ; 2017), Journal of Economic Dynamics & Control (2014), Journal of Portfolio Management (2013 ; 2014 ; 2015 ; 2016 ; 2017), International Review of Financial Analysis (2013 ; 2014 ; 2015 ; 2016), Applied Economics (2013 ; 2015 ; 2016 ; 2017), International Journal of Theoretical and Applied Finance (2013 ; 2016), Finance Research Letters (2013), Emerging Markets Review (2013), Studies in Nonlinear Dynamics & Econometrics (2013), Annals of Operations Research (2012 ; 2013 ; 2018), European Financial Management (2012), Review of Quantitative Finance and Accounting (2012), Quantitative Finance (2012 ; 2014 ; 2015), International Journal of Theoretical and Applied Finance (2012), Journal of Fixed Income (2012 ; 2013 ; 2014 ; 2016 ; 2017 ; 2018), Review of Derivatives Research (2012)

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Fixed Income Analysis, Investment Management, and Structured Finance

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Senior Scientific Adviser, EDHEC-Risk Institute & Professor

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Fixed Income Analysis, Investment Management, and Structured Finance

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Fixed Income Analysis, Investment Management, and Structured Finance

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Fixed Income Analysis, Investment Management, and Structured Finance

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Fixed Income Analysis, Investment Management, and Structured Finance

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Senior Scientific Adviser, EDHEC-Risk Institute & Professor

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Senior Scientific Adviser, EDHEC-Risk Institute & Professor

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Ethical investment is booming. But what is it?

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