Robust enhanced indexation with ESG : an empirical study in the Chinese Stock Market
Year of publication: |
2022
|
---|---|
Authors: | Li, Xuepeng ; Xu, Fengmin ; Jing, Kui |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 107.2022, p. 1-18
|
Subject: | Enhanced indexation | ESG Investment | Green finance | Robust optimization | China | Nachhaltige Kapitalanlage | Sustainable investment | Aktienindex | Stock index | Corporate Social Responsibility | Corporate social responsibility | Aktienmarkt | Stock market | Robustes Verfahren | Robust statistics | Anlageverhalten | Behavioural finance |
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