著者
小池 裕子
出版者
日本経営倫理学会
雑誌
日本経営倫理学会誌 (ISSN:13436627)
巻号頁・発行日
no.22, pp.199-208, 2015-01-31

The objective of this preliminary study is to identify what kind of impact gender diversity has on stock performance. In order to examine the impact, portfolio that consists of companies with gender diversity in manager's level and portfolio that consists of companies with little gender diversity were made from the components of the MSCI Japan Index. And then, the rate of return and Sharpe ratio for the past 10 years were compared. As a result, those of gender diversity portfolio are higher than those of non-gender diversity portfolio as well as those of MSCI Japan. In addition, the result of a multiple regression analysis with the use of the Fama-French factor model suggests that there is little risk specific to gender diversity.

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こんな論文どうですか? 女性の登用と株価パフォーマンスの関係についての予備的検討(小池 裕子),2015 https://t.co/XSrlTLnMmQ

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