Page 25 - MFB22_TOM2
P. 25
參考文獻
1. 吳芳瑜 (2021),「建構 ESG 投資組合-以台灣上市公司為例」,碩
士論文,高雄:國立高雄科技大學財務管理系。
2. 蔡宗彣 (2010),「效率前緣在投資組合績效之研究-以 ETF 為
例」,碩士論文,台中:東海大學財務金融學系。
3. Becker, M. G., Martin, F., and Walter, A (2022), “The power of ESG
transparency: The effect of the new SFDR sustainability labels on
mutual funds and individual investors,” Finance Research Letters,
102708.
4. Bijl, L., Kringhaug, G., Molnár, P., and Sandvik, E (2016), “Google
searches and stock returns,” International Review of Financial
Analysis, 45, 150-156.
5. Bozanta, A., Coşkun, M., Kutlu, B., and Özturan, M (2017),
“Relationship between stock market indices and Google trends,” The
Online Journal of Science and Technology, 7, 168-172.
6. Du Plessis, A. J., and Ward, M (2009),“A note on applying the
Markowitz portfolio selection model as a passive investment strategy
on the JSE,” Investment Analysts Journal, 38, 39-45.
7. Friede, G., Busch, T., and Bassen, A. (2015),“ESG and financial
performance: Aggregated evidence from more than 2000 empirical
studies,” Journal of Sustainable Finance & Investment, 5, 210-233.
8. Filbeck, A., Filbeck, G., and Zhao, X. (2019),“Performance
assessment of firms following sustainalytics ESG principles,” The
Journal of Investing, 28, 7-20.
23