Gibson, Rajna; Krüger, Philipp - 2017 - This version: 17 February 2017
institution (the “sustainability footprint”) and examine the relation between sustainability footprints and risk …-adjusted investment performance. The analysis shows that 13F institutions with better sustainability footprints outperform. The positive … effect of sustainability footprints on the risk-adjusted performance of 13F institutions' equity portfolios is concentrated …