ESG factors and the cross-section of expected stock returns : a LASSO-based approach
Jeongseok Bang, Doojin Ryu
| Year of publication: |
2024
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|---|---|
| Authors: | Bang, Jeongseok ; Ryu, Doojin |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 65.2024, Art.-No. 105482, p. 1-6
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| Subject: | Esg | Factor zoo | Lasso | Machine learning | Stock market | Künstliche Intelligenz | Artificial intelligence | Kapitalmarktrendite | Capital market returns | Aktienmarkt | CAPM | Corporate Social Responsibility | Corporate social responsibility | Nachhaltige Kapitalanlage | Sustainable investment | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105482 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014551935