Environmental, Social, Governance (ESG) considerations in investment decisions with the aim to generate superior performance and … also make a societal impact. Through the lens of equilibrium models of agents with heterogeneous tastes for ESG investments …, green assets are expected to generate lower returns in the long run than their non- ESG counterparts. However, at the short …

Environmental, Social, Governance (ESG) considerations in investment decisions with the aim to generate superior performance and … also make a societal impact. Through the lens of equilibrium models of agents with heterogeneous tastes for ESG investments …, green assets are expected to generate lower returns in the long run than their non- ESG counterparts. However, at the short …

In this article, we investigate risk return characteristics and diversification benefits when private equity is used as … optimal allocations to this asset class for minimizing mixed-asset portfolio variance or maximizing performance ratios. We …

increase with the length of maturity. Performance measures, such as return on risk-adjusted capital and the Sharpe ratio, show …Based on German government bond yields, this paper analyses the performance of laddered strategies during a period of … structures are systematically changed. A constructed rolling window of annual returns reveals that risk and return significantly …