The contributions of betas versus characteristics to the ESG premium
Year of publication: |
2023
|
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Authors: | Ciciretti, Rocco ; Dalò, Ambrogio ; Dam, Lammertjan |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 71.2023, p. 104-124
|
Subject: | Socially responsible investment | ESG premium | EIV correction | Nachhaltige Kapitalanlage | Sustainable investment | Corporate Social Responsibility | Corporate social responsibility | Risikoprämie | Risk premium | CAPM | Betafaktor | Beta risk |
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