Factor exposures and diversification: are sustainably screened portfolios any different?
Year of publication: |
2020
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Authors: | Gougler, Arnaud ; Utz, Sebastian |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 34.2020, 3, p. 221-249
|
Subject: | Sustainable portfolios | Portfolio diversification | ESG scores | Screening approaches | Idiosyncratic risk | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Nachhaltige Entwicklung | Sustainable development | Nachhaltige Kapitalanlage | Sustainable investment | Portfolio-Investition | Foreign portfolio investment | Risiko | Risk |
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