When trackers are aware of ESG : do ESG ratings matter to tracking error portfolio performance?
Aifan Ling, Junxue Li, Limin Wen, Yi Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Ling, Aifan ; Li, Junxue ; Wen, Limin ; Zhang, Yi |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 125.2023, p. 1-15
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| Subject: | ESG investing | ESG-IR frontier | Information ratio | Mean-variance model | Tracking error portfolio | Portfolio-Management | Portfolio selection | Nachhaltige Kapitalanlage | Sustainable investment | Corporate Social Responsibility | Corporate social responsibility | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2023.106346 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014463549