ESG risk and returns implied by demand-based asset pricing models
Chi Zhang, Xinyang Li, Andrea Tamoni, Misha van Beek, Andrew Ang
| Year of publication: |
2024
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| Authors: | Zhang, Chi ; Li, Xinyang ; Tamoni, Andrea ; Beek, Misha van ; Ang, Andrew |
| Published in: |
Journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 25.2024, 3, p. 203-221
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| Subject: | Demand-based asset pricing | Equilibrium | ESG | Scenarios | Stock predictability | Sustainability | CAPM | Nachhaltige Kapitalanlage | Sustainable investment | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Corporate Social Responsibility | Corporate social responsibility | Kapitalmarkttheorie | Financial economics | Prognoseverfahren | Forecasting model | Welt | World | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-024-00354-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014583393