Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies
Subhransu S. Mohanty, Odette Mohanty, Mike Ivanof
| Year of publication: |
2021
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|---|---|
| Authors: | Mohanty, Subhransu S. ; Mohanty, Odette ; Ivanof, Mike |
| Published in: |
Risk management : an international journal. - Berlin : Springer Nature Limited, ISSN 1743-4637, ZDB-ID 2180561-1. - Vol. 23.2021, 3, p. 213-242
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| Subject: | Global equity markets | Alpha enhancement | Market risk | Idiosyncratic tail risk | Factor risk | Environment | Social and Governance (ESG) | Portfolio-Management | Portfolio selection | Welt | World | Aktienmarkt | Stock market | Corporate Social Responsibility | Corporate social responsibility | Risiko | Risk | Anlageverhalten | Behavioural finance | Nachhaltige Kapitalanlage | Sustainable investment | Kapitalmarktrendite | Capital market returns | Internationaler Finanzmarkt | International financial market | Risikomanagement | Risk management | Marktrisiko |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-021-00075-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012600983