Derwall, J.M.M.

return performance portfolio model market stock factor result table index investment study value difference management company journal level sample *** eco-efficiency capital investor evidence equity sri funds industry variable fund performance report period asset research effect ratio alpha measure panel regression finance control country momentum coefficient estimate responsibility relation price practice information error percent capital management number score analysis promotor attack stock returns tobin business growth benchmark criteria risk-adjusted strategy sample period group t-statistic 0.00 earning employee example hypothesis event policy section benefit bond funds development