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Is There a Green Factor?

Chin-Ping Chia, Lisa R Goldberg, David T Owyong, Peter Shepard and Tsvetan Stoyanov
The Journal of Portfolio Management Spring 2009, 35 (3) 34-40; DOI: https://doi.org/10.3905/JPM.2009.35.3.034
Chin-Ping Chia
is an executive director at MSCI Barra in Hong Kong.
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  • For correspondence: chin-ping.chia@mscibarra.com
Lisa R Goldberg
is an executive director at MSCI Barra in Berkeley, CA.
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  • For correspondence: lisa.goldberg@mscibarra.com
David T Owyong
is a vice president at MSCI Barra in Hong Kong.
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  • For correspondence: david.owyong@mscibarra.com
Peter Shepard
is a vice president at MSCI Barra in Berkeley, CA.
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  • For correspondence: peter.shepard@mscibarra.com
Tsvetan Stoyanov
is a vice president at MSCI Barra in Berkeley, CA.
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  • For correspondence: tsvetan.stoyanov@mscibarra.com
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Article Information

vol. 35 no. 3 34-40
DOI 
https://doi.org/10.3905/JPM.2009.35.3.034

Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online April 30, 2009.

Copyright & Usage 
© 2009 Institutional Investor, Inc.

Author Information

  1. Chin-Ping Chia
    1. is an executive director at MSCI Barra in Hong Kong. (chin-ping.chia{at}mscibarra.com)
  2. Lisa R Goldberg
    1. is an executive director at MSCI Barra in Berkeley, CA. (lisa.goldberg{at}mscibarra.com)
  3. David T Owyong
    1. is a vice president at MSCI Barra in Hong Kong. (david.owyong{at}mscibarra.com)
  4. Peter Shepard
    1. is a vice president at MSCI Barra in Berkeley, CA. (peter.shepard{at}mscibarra.com)
  5. Tsvetan Stoyanov
    1. is a vice president at MSCI Barra in Berkeley, CA. (tsvetan.stoyanov{at}mscibarra.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Is There a Green Factor?
Chin-Ping Chia, Lisa R Goldberg, David T Owyong, Peter Shepard, Tsvetan Stoyanov
The Journal of Portfolio Management Apr 2009, 35 (3) 34-40; DOI: 10.3905/JPM.2009.35.3.034

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Is There a Green Factor?
Chin-Ping Chia, Lisa R Goldberg, David T Owyong, Peter Shepard, Tsvetan Stoyanov
The Journal of Portfolio Management Apr 2009, 35 (3) 34-40; DOI: 10.3905/JPM.2009.35.3.034
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    • Abstract
    • THE RENEWABLE ENERGY SAMPLE PORTFOLIO
    • RISK CHARACTERISTICS OF THE RENEWABLE ENERGY PORTFOLIO
    • DO COMMON RISK FACTORS EXPLAIN THE PERFORMANCE OF THE RENEWABLE ENERGY PORTFOLIO?
    • GREEN INDUSTRY FACTOR EVIDENCE IN RISK MODELS
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