US funds' returns-based ESG extraction and implementation : a multifaceted quantile regression approach
Farah Nasri and Salim Ben Sassi
| Year of publication: |
2025
|
|---|---|
| Authors: | Nasri, Farah ; Ben Sassi, Salim |
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/20430795.2024.2420916 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015197388