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Yang, Runfeng; Caporin, Massimiliano; Jiménez-Martin, … - 2023

This paper studies the ESG impact to the downside risk of companies in the US market by introducing a novel measure, the ESG risk contribution (1CoESGRisk). 1CoESGRisk is a measurement based on the co-movement between the ESG risk factor and the downside risk. When there is a sudden increase in...

Persistent link: https://www.econbiz.de/10014354988

ESG risk management : some observations from an academic perspective

Gorzeń-Mitka, Iwona - In: Problems of management in the 21st century 18 (2023) 1, pp. 4-6

Persistent link: https://www.econbiz.de/10015398209

ESG risk premia and the impact of ESG awareness : differences between the US and the EMU markets

Koziol, Christian; Kuhn, Simon - In: The journal of portfolio management : JPM 49 (2023) 6, pp. 158-171

Persistent link: https://www.econbiz.de/10014308933

ESG risk ratings : quantitative insights benefiting from size and sector adjustments

Karoui, Aymen; Zerter, Liam; Zhao, Yifan - In: The journal of impact and ESG investing 4 (2023) 1, pp. 144-159

Persistent link: https://www.econbiz.de/10014536437

ESG Role in Equity Performance in Private Market, Primary Market and Secondary Market

Zhao, Albert; Idzorek, Thomas M. - 2023

The role of ESG characteristic in equity performance at firm-level is investigated. The analysis covers private, primary, and secondary markets. A comprehensive dataset is constructed to link three markets. Non-green equity outperforms green equity in both private and secondary markets. The...

Persistent link: https://www.econbiz.de/10014349254