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Asset pricing models : implications for expected returns and portfolio selection

MacKinlay, Archie Craig; Pástor, Ľuboš - 1999

Persistent link: https://www.econbiz.de/10001408459

Asset pricing models : implications for expected returns and portfolio selection

MacKinlay, Archie Craig; Pástor, Ľuboš - 1999

Persistent link: https://www.econbiz.de/10001390251

Asset pricing model : implications for expected returns and portfolio selection

MacKinley, A. Craig; Pástor, Ľuboš - 1998 - Rev

Persistent link: https://www.econbiz.de/10000992395

Investing in equity mutual funds

Pástor, Ľuboš (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001636406

Investing in equity mutual funds

Pástor, Ľuboš (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002011415

Green Tilts

Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - National Bureau of Economic Research - 2023

We estimate financial institutions' portfolio tilts that relate to stocks' environmental, social, and governance (ESG) characteristics. We find ESG-related tilts totaling 6% of the investment industry's assets under management in 2021. ESG tilts are significant at both the extensive margin...

Persistent link: https://www.econbiz.de/10014322708