ESG rating changes and portfolio returns : a wavelet analysis across market caps
Year of publication: |
2024
|
---|---|
Authors: | Esparcia, Carlos ; Gubareva, Mariya |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 63.2024, Art.-No. 105306, p. 1-7
|
Subject: | Connectedness | ESG assessment pillars | Portfolio construction | Rating changes | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Nachhaltige Kapitalanlage | Sustainable investment | Corporate Social Responsibility | Corporate social responsibility |
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