Socially Responsible Investing and Factor Investing, Is There an Opportunity Cost?

Li Cai; Ricky Cooper; Di He

doi:10.3905/jpm.2021.1.307

Socially Responsible Investing and Factor Investing, Is There an Opportunity Cost?

Li Cai, Ricky Cooper and Di He

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 181-197; DOI: https://doi.org/10.3905/jpm.2021.1.307

Li Cai

is an associate professor of finance at the Illinois Institute of Technology in Chicago, IL

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Ricky Cooper

is an associate professor of finance at the Illinois Institute of Technology in Chicago, IL

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Di He

is a postdoc at the Postdoctoral Research Center of Industrial and Commercial Bank of China (ICBC) in Beijing, China

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