Sin Stocks Revisited: Resolving the Sin Stock Anomaly

David Blitz; Frank J. Fabozzi

doi:10.3905/jpm.2017.44.1.105

Sin Stocks Revisited: Resolving the Sin Stock Anomaly

David Blitz and Frank J. Fabozzi

The Journal of Portfolio Management Fall 2017, 44 (1) 105-111; DOI: https://doi.org/10.3905/jpm.2017.44.1.105

David Blitz

is the head of quantitative equity research at Robeco Asset Management in Rotterdam, the Netherlands

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Frank J. Fabozzi

is a professor of finance at EDHEC Business School in Nice, France

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Sin Stocks Revisited: Resolving the Sin Stock Anomaly

David Blitz, Frank J. Fabozzi

The Journal of Portfolio Management Oct 2017, 44 (1) 105-111; DOI: 10.3905/jpm.2017.44.1.105

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Sin Stocks Revisited: Resolving the Sin Stock Anomaly

David Blitz, Frank J. Fabozzi

The Journal of Portfolio Management Oct 2017, 44 (1) 105-111; DOI: 10.3905/jpm.2017.44.1.105

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