When do investors go green? : evidence from a time-varying asset-pricing model
Year of publication: |
2023
|
---|---|
Authors: | Alessi, Lucia ; Ossola, Elisa ; Panzica, Roberto Calogero |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 90.2023, p. 1-19
|
Subject: | Asset pricing | Climate risk | Conditional factor models | Environmental disclosure | CAPM | Schätzung | Estimation | Klimawandel | Climate change | Risiko | Risk | Anlageverhalten | Behavioural finance | Umweltbericht | Environmental reporting |
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