Page 30 - Microsoft Word - WendyÖ⁄-0430-no color_flip
P. 30
20. Frijns, B., Margaritis, D., & Psillaki, M. (2012). “Firm efficiency and
stock returns,” Journal of Productivity Analysis, 37, 295-306.
21. Gasser, S. M., Rammerstorfer, M., & Weinmayer, K. (2017).
“Markowitz revisited: Social portfolio engineering,” European
Journal of Operational Research, 258, 1181-1190.
22. Gibson Brandon, R., Krueger, P., & Schmidt, P. S. (2021). “ESG rating
disagreement and stock returns,” Financial Analysts Journal, 77, 104-
127.
23. Gillan, S. L., Koch, A., & Starks, L. T. (2021). “Firms and social
responsibility: A review of ESG and CSR research in corporate
finance,” Journal of Corporate Finance, 66, 101889.
24. Gregoriou, G. N., Sedzro, K., & Zhu, J. (2005). “Hedge fund
performance appraisal using data envelopment analysis,” European
Journal of Operational Research, 164, 555-571.
25. Grewal, R., Jha, R., & Bhardwaj, A. (2020). “Does CSR Matter for
Firm Performance? An Empirical Investigation,” Journal of Business
Ethics, 161, 117–141.
26. Halbritter, G., & Dorfleitner, G. (2015). “The wages of social
responsibility—where are they? A critical review of ESG investing,”
Review of Financial Economics, 26, 25-35.
27. Henke, H. M. (2016). “The effect of social screening on bond mutual
fund performance,” Journal of Banking & Finance, 67, 69-84.
28. Hirschberger, M., Steuer, R. E., Utz, S., Wimmer, M., & Qi, Y. (2013).
“Computing the nondominated surface in tri-criterion portfolio
selection,” Operations Research, 61, 169-183.
29. Hong, H., & Kacperczyk, M. (2009). “The price of sin: The effects of
social norms on markets ,” Journal of Financial Economics, 93, 15-36.
28