US funds' returns-based ESG extraction and implementation : a multifaceted quantile regression approach
Year of publication: |
2025
|
---|---|
Authors: | Nasri, Farah ; Ben Sassi, Salim |
Published in: |
Journal of sustainable finance & investment. - Abingdon : Routledge, ISSN 2043-0809, ZDB-ID 2622381-8. - Vol. 15.2025, 1, p. 205-233
|
Subject: | Asset pricing | ESG risk factor | extreme value weighted portfolio assessment | monotone composite quantile regression neural network model | parallelized rolling-window estimation | Regressionsanalyse | Regression analysis | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Schätzung | Estimation | CAPM | Theorie | Theory | Nachhaltige Kapitalanlage | Sustainable investment | Kapitaleinkommen | Capital income |
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