Forming ESG-Oriented Portfolios: A Popularity Approach

TM Idzorek, PD Kaplan - The Journal of Investing 30th Anniversary …, 2022 - papers.ssrn.com
Key theories of financial economics seem to be at odds with one another and with observed
personalized portfolios. The Popularity Asset Pricing Model serves as a unifying theory by …

New empirical evidence for popularity in company ESG data

N Manojlovic, K Tjessem - 2021 - uis.brage.unit.no
ESG awareness among both professional and retail investors has seen an increase in the
last two decades. A large part of the literature finds that investing in companies with a high …

[PDF][PDF] Anatomy of Asset Pricing: Single-Factor, Multi-Factor, Arbitrage and Behavioural Asset Pricing Models

AG Magani, R Magani Ochieng - 2020 - researchgate.net
This paper reviews the development of asset pricing from Bernoulli (1738) first account of
decision making under uncertainty and other ancient contributions in finance literature to the …

[PDF][PDF] A Popularity Asset Pricing Model

PD Kaplan - 2017 - cdar.berkeley.edu
This paper presents a formal model for theory of popularity as laid out informally by Ibbotson
and Idzorek (2014). The paper does this by extending the capital asset pricing model …

Popularidade: conectando finanças clássicas às comportamentais-uma revisão de literatura

RH Rocha, LM Pereira, PL Nogueira - 2020 - repositorio.insper.edu.br
O objetivo do trabalho a ser desenvolvido é explicar o conceito de Popularidade
(diretamente atrelado ao conceito de gostar ou de se desejar algo) como um novo equilíbrio …

[CITATION][C] BEHAVIORAL FINANCE

R Ibbotson, P Kaplan, T Idzorek, J Xiong - 2018