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ESG ratings as a stock screener for downside protection can be significantly improved when combined with sentiment …-only monthly-rebalanced random portfolios, we find supporting evidence that: (1) ESG ratings used for portfolio screening provide …) The performance and downside protection of ESG-screened portfolios can be enhanced by adding a sentiment overlay. (3) The …
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In the last few decades, socially responsible investments (SRI) have growingly become a relevant issue. The market size in the United States grew from less than a trillion US Dollars to 8.72 trillion US Dollars in 2016, in the past 20 years (US SIF 2016). Approximately 11 trillion Euro was...
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