Risk-return performance of optimized ESG equity portfolios in the NYSE-Reference-Cited by-同舟云学术

Risk-return performance of optimized ESG equity portfolios in the NYSE

Published:2022-12 Issue: Volume:50 Page:103312
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

López Prol Javier^ORCID,Kim Kiwoong

Publisher

Elsevier BV

Subject

Finance

Reference15 articles.

1. ABRDN, 2021. Does investing according to ESG principles mean sacrificing returns? URL: https://www.abrdn.com/docs?editionId=e9849fef-1cc0-4bec-8b54-ccfadaffeea7. Accessed: 2022-06-28.

2. ESG Investing: Practices, Progress and Challenges;Boffo,2020

3. The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China;Broadstock;Financ. Res. Lett.,2021

4. Dana Investment Advisors, 2019. Impacts of ESG Performance on Portfolio Returns and Risks.

5. Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows;Hartzmark;J. Finance,2019

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