The contributions of betas versus characteristics to the ESG premium
Rocco Ciciretti, Ambrogio Dalò, Lammertjan Dam
| Year of publication: |
2023
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|---|---|
| Authors: | Ciciretti, Rocco ; Dalò, Ambrogio ; Dam, Lammertjan |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 71.2023, p. 104-124
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| Subject: | Socially responsible investment | ESG premium | EIV correction | Nachhaltige Kapitalanlage | Sustainable investment | Corporate Social Responsibility | Corporate social responsibility | Risikoprämie | Risk premium | CAPM | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2023.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014293057