Transformative investment: New rules for investing in sustainability transitions
Closing the financial gap for promoting systemic socio-economic transformations to achieve
sustainability requires both a substantial increase in investment levels and a qualitative …
sustainability requires both a substantial increase in investment levels and a qualitative …
The environmental pillar of ESG and financial performance: A portfolio analysis
E Agliardi, T Alexopoulos, K Karvelas - Energy Economics, 2023 - Elsevier
Our research uses the environmental pillar of ESG as a proxy for environmental corporate
social responsibility. We examine the performance of environmentally clustered portfolios by …
social responsibility. We examine the performance of environmentally clustered portfolios by …
A novel online portfolio selection approach based on pattern matching and ESG factors
In modern finance, social investment portfolios have attracted the attention of researchers,
investors, and practitioners. Regarding the long-term nature of this investment, the selection …
investors, and practitioners. Regarding the long-term nature of this investment, the selection …
[HTML][HTML] ESG disclosure and firm performance: An asset-pricing approach
Disclosing information on environmental, social, and governance (ESG) parameters is
voluntary for most firms across the world. Companies disclose their performance on ESG …
voluntary for most firms across the world. Companies disclose their performance on ESG …
[BOOK][B] Perspectives in sustainable equity investing
G Coqueret - 2022 - taylorfrancis.com
Sustainable investing has recently gained traction throughout the world. This trend has
multiple sources, which span from genuine ethical concerns to hopes of performance …
multiple sources, which span from genuine ethical concerns to hopes of performance …
Screening: Value enhancing or diminishing?
Y Ferrat, F Daty, R Burlacu - Business Ethics, the Environment …, 2023 - Wiley Online Library
Using an international sample of environmental and social firm‐level ratings between 2007
and 2019, we form synthetic overlapping region‐based equity portfolios to examine the …
and 2019, we form synthetic overlapping region‐based equity portfolios to examine the …
ESG investing in good and bad times: An international study
If the demand for socially responsible stocks depends on aggregate wealth, their returns
may rise when the economy is booming and fall when it is struggling. Motivated by the …
may rise when the economy is booming and fall when it is struggling. Motivated by the …
Is Incorporating ESG Considerations Costly?
A Ben Dor, J Guan, Y Sun - Journal of Portfolio Management, 2022 - search.ebscohost.com
A common approach to measuring the effect of ESG (or ESG premium) in equities is to use
the difference between a broad index and its ESG version. This approach, however, does …
the difference between a broad index and its ESG version. This approach, however, does …
Climate Alpha with Predictors Also Improving Firm Efficiency
J Kazdin, K Schwaiger, VS Wendt… - Climate Alpha with …, 2021 - papers.ssrn.com
Characteristics of companies associated with climate change predict excess equity returns.
We show that firms with lower carbon emission intensities—with carbon emissions being a …
We show that firms with lower carbon emission intensities—with carbon emissions being a …
[HTML][HTML] Sustainable investing and the cross-section of returns and maximum drawdown
LR Goldberg, S Mouti - The Journal of Finance and Data Science, 2022 - Elsevier
We use supervised learning to identify factors that predict the cross-section of returns and
maximum drawdown for stocks in the US equity market. Our data run from January 1970 to …
maximum drawdown for stocks in the US equity market. Our data run from January 1970 to …