Nakajima, Tadahiro; Hamori, Shigeyuki; He, Xie; Liu, Guizhou - 2021 - 1st ed. 2021.
Chapter 1. ESG investment (by Tadahiro Nakajima) -- Chapter 2. Does ESG index have strong conditional correlations with …This book introduces environmental, social and governance (ESG) investment and clarifies its characteristics as … of ESG investment using various quantitative analyses (e.g. EGARCH, asymmetric DCC, copula, VaR, connectedness, dynamic …