The cost of insuring against underperformance of ESG screened index funds
| Year of publication: |
2023
|
|---|---|
| Authors: | Løchte Jørgensen, Peter ; Plovst, Mathias Danielsen |
| Published in: |
Journal of sustainable finance & investment. - Abingdon : Routledge, ISSN 2043-0809, ZDB-ID 2622381-8. - Vol. 13.2023, 4, p. 1534-1553
|
| 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 |
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