WebActive Stock Selection or Active Stock Weights, with Aymen Karoui [Abstract] Active Share is a popular measure of active management. However, it is not clear what drives Active Share. To improve our understanding, we decompose Active Share into Active Stock Selection (ASE) and Active Stock Weights (ASW). ASE captures portfolio weights in … WebAymen Karoui Saurin Patel We propose a new measure of portfolio activity, the Modified Turnover, which represents the portion of the portfolio that the manager changes from …
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WebI would like to thank Lotfi Karoui for extensive discussion. I Would like also to thank 13 th Global finance conference partipants for valuable comments. The remaining potential errors on this paper are mine. 2 Email address: [email protected]; Tel.: (514) 340-6000-2758, HEC Montréal, 3000, Chemin de la Côte- Web1 Dec 2016 · Aymen Karoui. We study the effects of corporate social responsibility (CSR) on fund performance and flows. Using an asset-weighted composite CSR fund score based on firm-level ratings, we find ... cherokee women theda perdue
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Web10 Dec 2024 · Sadok El Ghoul & Aymen Karoui. Methodology. Used a unique dataset of US domestic equity SRI funds for the period 2000-2011, and investigated the performance of SRI funds during crisis and non-crisis periods. Empirically tested the hypothesis that SRI funds dampen downside risk for investors during poor economic conditions. WebAymen Karoui Aymen was born on April 7th, 1989. Popularity: Back to Top. Fun Facts about the name Karoui. How unique is the name Karoui? Out of 6,215,834 records in the U.S. Social Security Administration public data, the first name Karoui was not present. It is possible the name you are searching has less than five occurrences per year. Web12 Mar 2024 · Aymen Karoui (Department of International Studies, York University, Toronto, Canada) Saurin Patel (University of Western Ontario, London, Canada) Managerial Finance. ISSN: 0307-4358. Article publication date: 12 March 2024. Downloads. 2047 Abstract. Purpose. The purpose of this paper is to propose a new measure of portfolio … cherokee women roles in tribe