Can ESG add alpha? : an analysis of ESG tilt and momentum strategies
Year of publication: |
2016
|
---|---|
Authors: | Nagy, Zoltán ; Kassam, Altaf ; Lee, Linda-Eling |
Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 25.2016, 2, p. 113-126
|
Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Welt | World | Anlageverhalten | Behavioural finance | CAPM | Corporate Social Responsibility | Corporate social responsibility | Nachhaltige Kapitalanlage | Sustainable investment |
-
Have shifts in investor tastes led the market portfolio to capture ESG preferences?
Rojo-Suárez, Javier, (2024)
-
Lu, Xiaomeng, (2024)
-
Do socially responsible investment indexes outperform conventional indexes?
Managi, Shunsuke, (2012)
- More ...
-
Foundations of ESG investing : how ESG affects equity valuation, risk and performance
Giese, Guido, (2019)
-
Giese, Guido, (2021)
-
Can they take it with them? : the portability of star knowledge workers' performance
Groysberg, Boris, (2008)
- More ...