Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies
Year of publication: |
2021
|
---|---|
Authors: | Mohanty, Subhransu S. ; Mohanty, Odette ; Ivanof, Mike |
Published in: |
Risk management : an international journal. - Berlin : Springer Nature Limited, ISSN 1743-4637, ZDB-ID 2180561-1. - Vol. 23.2021, 3, p. 213-242
|
Subject: | Global equity markets | Alpha enhancement | Market risk | Idiosyncratic tail risk | Factor risk | Environment | Social and Governance (ESG) | Welt | World | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Risiko | Risk |
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