Establishing ESG as risk premia
Year of publication: |
2018
|
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Authors: | Pollard, Julia ; Sherwood, Matthew W. ; Klobus, Ryan Grad |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 16.2018, 1, p. 32-43
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Subject: | ESG | responsible investing | risk premium | equities | factor analysis | institutional investing | Risikoprämie | Risk premium | Nachhaltige Kapitalanlage | Sustainable investment | Investitionsrisiko | Investment risk | Kapitaleinkommen | Capital income | CAPM | Corporate Social Responsibility | Corporate social responsibility | Institutioneller Investor | Institutional investor | Portfolio-Management | Portfolio selection |
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