Dorra Abdelmoula's research while affiliated with Université du Québec à Montréal and other places
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Publications (2)
The aim of this paper is to compare the financial performance of “green” and “non-green” U.S. REITs from January 2010 to February 2016 using risk-adjusted performance measures based on multi-factor models. First, we use performance measures (including the generalized Treynor ratio) able to capture the variety of systematic risk sources related to r...
Citations
... [9] The model variables are listed in Table 2. We retrieved all nancial data from the Thomson Reuters Worldscope and DataStream databases and utilized two risk-free rate proxies obtained from Bloomberg, namely the 3-month LIBOR and Overnight Indexed Swap rate [10]. ESG scores are obtained from the Thomson Reuters Asset4 database that evaluates CSP based on three pillars of environmental, social, and corporate governance performance. ...
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