investment styles. We account for firm-size, industry and country effects within ESG scores and introduce the concept of ESG risk …-adjusted performance at the same time. Thereby, we add to the growing demand for sustainable products in the traditional investment … industry and overcome the notion of ESG integration being a burden to traditional investment strategies …

This paper explores whether any investment products or strategies in South Africa take environmental sustainability … into account. By looking at how environmental, social, and governance (ESG) criteria are used in investment decision making …, we found that most socially responsible investment products and responsible investment strategies largely focus on …