Moral scruples no obstacle to sin-sized fund returns, study say

"(...) There is nothing mysterious about the performance of sin stocks,” authors David Blitz, Robeco Asset Management’s head of quantitative equity research, and Frank Fabozzi, professor in finance at EDHEC Business School in Nice, concluded. “It is exactly what one would expect based on their exposure to factors that are included in current asset-pricing models (...)"

Cited As:

Frank Fabozzi

Professor, Finance, EDHEC-Risk Institute

"(...) There is nothing mysterious about the performance of sin stocks,” authors David Blitz, Robeco Asset Management’s head of quantitative equity research, and Frank Fabozzi, professor in finance at EDHEC Business School in Nice, concluded. “It is exactly what one would expect based on their exposure to factors that are included in current asset-pricing models (...)"

Type: Press article
Date: le 11/09/2017
Research Cluster : Finance
Source : Financial Planning

See Also

AGORA MEETS BERTRAND BADIE, POLITICAL SCIENTIST AND INTERNATIONAL RELATIONS SPECIALIST
News
- 21-10-2021
Agora students held another 'Rencontre de l'Agora' event on Wednesday 19 October, this...
Eiffel Excellence Scholarship: the most prestigious French scholarship you can get
News
- 21-10-2021
Mikhail Miroshnichenko joined EDHEC MiM Finance after his Bachelor’s degree in...
EDHEC-Auchan Learning Partnership: Retail industry transformations at the heart of EDHEC International BBA learning
News
- 20-10-2021
Auchan is joining forces with EDHEC to share its retail industry expertise with EDHEC...
The FIR-PRI Awards “Finance & Sustainability” prize for “best pedagogical innovation”: preparing future generations to fight climate change.
News
- 18-10-2021
At EDHEC, we want to take part in the fight against climate change. Through our...