ESG risk and returns implied by demand-based asset pricing models
Year of publication: |
2024
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Authors: | Zhang, Chi ; Li, Xinyang ; Tamoni, Andrea ; Beek, Misha van ; Ang, Andrew |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 25.2024, 3, p. 203-221
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Subject: | Demand-based asset pricing | Equilibrium | ESG | Scenarios | Stock predictability | Sustainability | CAPM | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Kapitalmarkttheorie | Financial economics |
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