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Can ESG add alpha? : an analysis of ESG tilt and momentum strategies
Nagy, Zoltán; Kassam, Altaf; Lee, Linda-Eling - In: The journal of investing 25 (2016) 2, pp. 113-126
Persistent link: https://www.econbiz.de/10011695143
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Foundations of ESG investing : how ESG affects equity valuation, risk and performance
Giese, Guido; Lee, Linda-Eling; Melas, Dimitris; Nagy, … - In: The journal of portfolio management : a publication of … 45 (2019) 5, pp. 69-83
Persistent link: https://www.econbiz.de/10012116083
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Deconstructing ESG ratings performance : risk and return for E, S, and G by time horizon, sector, and weighting
Giese, Guido; Nagy, Zoltán; Lee, Linda-Eling - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 94-111
Persistent link: https://www.econbiz.de/10012423064