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https://www.sristudies.org/barnettsalomon2003 daily 0.75 2018-07-24 https://www.sristudies.org/barnett2005 daily 0.75 2018-07-24 https://www.sristudies.org/bartonetal2016 daily 0.75 2018-07-24 https://www.sristudies.org/bartonetal2017 daily 0.75 2018-07-24 https://www.sristudies.org/bauerssmeets2010 daily 0.75 2018-07-24 https://www.sristudies.org/bauerbraun2011 daily 0.75 2018-08-07 https://www.sristudies.org/statman2000 daily 0.75 2018-07-24 https://www.sristudies.org/statman1987 daily 0.75 2018-07-25 https://images.squarespace-cdn.com/content/v1/5b3b802ac258b4912977031d/1532476456506-H9GYSSIUL03BE9ISD2FW/StatmanStocks.png Statman1987 Here is a chart I made from Figure 9-3 of Statman's 1987 paper. As the number of assets in the portfolio increases, exposure to non-systematic risk declines, and ultimately we have a portfolio that is driven almost entirely by systematic risk. This logic should apply to an index of responsible stocks as much as to a conventional one. -lk https://www.sristudies.org/slager2015 daily 0.75 2018-07-29 https://www.sristudies.org/siegel2006 daily 0.75 2018-07-25 https://www.sristudies.org/bechettietal2007 daily 0.75 2018-07-27 https://www.sristudies.org/bechettietal2014 daily 0.75 2019-07-09 https://www.sristudies.org/huselid1995 daily 0.75 2018-07-28 https://www.sristudies.org/beckerhuselid1995a daily 0.75 2018-07-28 https://www.sristudies.org/beckerhuselid1997b daily 0.75 2018-07-28 https://www.sristudies.org/bello2005 daily 0.75 2018-07-28 https://www.sristudies.org/belumanescu09 daily 0.75 2018-07-28 https://www.sristudies.org/benlemlih2014 daily 0.75 2019-07-09 https://www.sristudies.org/bensonetal2005 daily 0.75 2018-07-28 https://www.sristudies.org/bensonhumphrey1998 daily 0.75 2018-07-28 https://www.sristudies.org/bereskinetal2014 daily 0.75 2018-07-28 https://www.sristudies.org/bermanetal2004 daily 0.75 2018-07-28 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