In this issue
The Benefits of Socially Responsible Investing: An Active Manager’s Perspective
Jump to section
- Article
- Abstract
- DATA
- METHODOLOGY AND STATISTICS
- STATISTICAL ANALYSIS AND RESULTS
- Relationship between ESG Ratings and Stock Return
- Relationship between ESG Ratings and Risk-Adjusted Stock Return
- Correlation: ESG Rating and Return, Risk, and Risk-Adjusted Return
- Detangling the ESG and Volatility Effects
- Return Distribution of Randomly Generated Portfolios
- Risk-Adjusted Return Distribution of Randomly Generated Portfolios
- CONCLUSIONS
- APPENDIX
- ENDNOTES
- REFERENCES
- Info & Metrics
- PDF (Subscribers Only)
- PDF (Subscribers Only)