The cost of insuring against underperformance of ESG screened index funds
Year of publication: |
2023
|
---|---|
Authors: | Løchte Jørgensen, Peter ; Plovst, Mathias Danielsen |
Subject: | ESG | ETFs | Index Funds | option pricing | SRI | sustainable investing | underperformance risk | Nachhaltige Kapitalanlage | Sustainable investment | Investmentfonds | Investment Fund | Indexderivat | Index derivative | Corporate Social Responsibility | Corporate social responsibility | Aktienindex | Stock index | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Aktienfonds | Equity fund |
-
Hidden Gem or Fool's Gold : can passive ESG ETFs outperform the benchmarks?
Dumitrescu, Ariadna, (2023)
-
Comparative performance analysis of index ETFs and index funds
Sethi, Aakanksha, (2017)
-
Index trading and portfolio risk
Kvamvold, Joakim, (2017)
- More ...
-
The Cost of Insuring Against Underperformance of ESG Screened Index Funds
Løchte Jørgensen, Peter, (2023)
-
Life Insurance Contracts with Embedded Options : Valuation, Risk Management, and Regulation
LØCHTE JØRGENSEN, PETER, (2001)
-
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Grosen, Anders, (2001)
- More ...