How to improve the ESG profile of portfolios while keeping a similar risk-adjusted return
Year of publication: |
2022
|
---|---|
Authors: | Kopp, Antoine ; Barber, Dominic ; Cottet, Rémy ; Susinno, Gabriele |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 15.2021/2022, 1, p. 51-71
|
Subject: | ESG | portfolio construction | risk-adjusted return | sustainable investing | socially responsible investing | convex optimisation | Portfolio-Management | Portfolio selection | Nachhaltige Kapitalanlage | Sustainable investment | Corporate Social Responsibility | Corporate social responsibility | Anlageverhalten | Behavioural finance | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund |
-
The risk-adjusted return potential of integrating ESG strategies into emerging market equities
Sherwood, Matthew W., (2017)
-
Are socially responsible exchange-traded funds paying off in performance?
Dai, Ya, (2023)
-
Chen, Hong-Yi, (2020)
- More ...
-
How to Improve the ESG Profile of Portfolios While Keeping a Similar Risk-Adjusted Return
Barber, Dominic, (2022)
-
Boateng-Frimpong, Francis, (2024)
-
Agent-based model generating stylized facts of fixed income markets
Kopp, Antoine, (2022)
- More ...