Establishing ESG as risk premia
| Year of publication: |
2018
|
|---|---|
| Authors: | Pollard, Julia ; Sherwood, Matthew W. ; Klobus, Ryan Grad |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 16.2018, 1, p. 32-43
|
| Subject: | ESG | responsible investing | risk premium | equities | factor analysis | institutional investing | Risikoprämie | Risk premium | Nachhaltige Kapitalanlage | Sustainable investment | Corporate Social Responsibility | Corporate social responsibility | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Investitionsrisiko | Investment risk | Institutioneller Investor | Institutional investor | Kapitalmarktrendite | Capital market returns | Aktie | Share |
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