This paper reviews academic research about ESG factors and socially responsible investing. Probably the main issue with ESG investing is caused by the ESG data. ESG scores vary across various datasets, which makes all analyses complicated for academics, practitioners, and companies as well. We...

This paper takes an in-depth look at socially responsible investing and problems associated with it. One of the main problems with ESG factor investing is caused by data. Firstly, we obtained unfiltered ESG data from OWL Analytics. Secondly, we reviewed two strategies based on ESG Factor...

The main focus of this paper is to show that calendar/seasonal anomalies are well-working even in the most recent periods and, additionally, to find a way how to combine them in a search for profit from the practitioner's point of view. This paper is a case study of possible usage of following...

This paper examines the relationship between the skewness in returns and future expected returns across different asset classes. At first, a relation for each of three asset classes (currencies, equities, bonds) is revised by building skew-based long/short portfolio from the investment universe...