ESG risk exposure : a tale of two tails
Runfeng Yang, Massimiliano Caporin and Juan-Angel Jiménez-Martin
| Year of publication: |
2024
|
|---|---|
| Authors: | Yang, Runfeng ; Caporin, Massimiliano ; Jiménez-Martin, Juan-Angel |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 6, p. 827-849
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| Subject: | CoVaR | Downside risk | ESG | ESG risk factor | Fama/MacBeth risk factor | Quantile regression | Risiko | Risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Kapitaleinkommen | Capital income | Welt | World |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2349016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050799