ET Index Research has investigated the relationship between equity returns and carbon intensity. The results indicated that portfolios of low-carbon intensity stocks have outperformed portfolios of high-carbon intensity stocks, and that this outperformance is significant. This relationship is...

This report focuses on three key questions for responsible investors: 1. Does responsible investment lead to outperformance or underperformance? 2. Can responsible investing actually impact company behaviour? 3. What is the optimal way to allocate an investment portfolio in a responsible way?...

There are long-standing debates in the financial economics literature regarding long-run risks, return seasonality, the impact of weather and the impact of climate. By disentangling the data into different frequencies this paper contributes several results to these topics. I find significant...