This paper investigates the dependence of the investment behaviour of Sovereign Wealth Funds (SWFs) on the Environmental, Social, and Governance (ESG) performance of their underlying investments in public equity holdings. We deploy a control variable, which monitors the Corporate Social...

This paper analyzes the approaches adopted by institutional investors to manage climate risk in their portfolios and proposes policies to increase climate awareness in this large segment of the capital markets. Because of their size and their role as conduit of savers' climate concerns to the...

The present study investigates the integration of environmental, social, and gover-nance (ESG) scores constructed from company misconduct and incident data intothe systematic investment process for equities. These ESG scores are used to set upvarious ESG investment strategies: From best-in-class...

Purpose - This research explores the spillovers and portfolio implications for green bonds and environmental, social and governance (ESG) assets in the context of the rapidly expanding trend in green finance investments and the need for a green recovery in the post-COVID-19 era....

In the literature on sustainable investing, most studies assume normal market conditions. However, research is limited regarding the specific role of sustainable investing during stressed market conditions. In this paper, we contribute to the literature by investigating the role of ESG investing...

Every oil producing nation is confronted with a complex and fundamental ethical dilemma. On the one hand, there are moral arguments for the nation to use the petroleum resource for the benefit of society and make it available for countries who do not have this natural resource endowment. On the...