9 citations · 15 across the 2 of their papers we have counts for
2 papers
econ.GN2023★ 9 cited
Factor Exposure Heterogeneity in Green and Brown Stocks
David Ardia, Keven Bluteau, Gabriel Lortie-Cloutier +1
Using the peer-exposure ratio, we explore the factor exposure heterogeneity in green and brown stocks. By looking at peer groups of S&P 500 index firms over 2014-2020 based on thei…
q-fin.PM2022★ 6 cited
How easy is it for investment managers to deploy their talent in green and brown stocks?
David Ardia, Keven Bluteau, Thien Duy Tran
We explore the realized alpha-performance heterogeneity in green and brown stocks' universes using the peer performance ratios of Ardia and Boudt (2018). Focusing on S&P 500 index…