ESG investing
- Examining Intraday ETF Liquidity: When Should Investors Trade?James J. Rowley, Charles J. Thomas and Ryan E. O’HanlonThe Journal of Index Investing March 2019, 9 (4) 6-17; DOI: https://doi.org/10.3905/jii.2019.9.4.006
- Performance and Risk Analysis of Index-Based ESG PortfoliosGuido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura NishikawaThe Journal of Index Investing March 2019, 9 (4) 46-57; DOI: https://doi.org/10.3905/jii.2019.9.4.046
- Get Green or Die Trying? Carbon Risk Integration into Portfolio ManagementMaximilian Görgen, Andrea Jacob and Martin NerlingerThe Journal of Portfolio Management January 2021, 47 (3) 77-93; DOI: https://doi.org/10.3905/jpm.2020.1.200
- Deconstructing ESG Ratings Performance: Risk and Return for E, S, and G by Time Horizon, Sector, and WeightingGuido Giese, Zoltán Nagy and Linda-Eling LeeThe Journal of Portfolio Management January 2021, 47 (3) 94-111; DOI: https://doi.org/10.3905/jpm.2020.1.198
- Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and PerformanceGuido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura NishikawaThe Journal of Portfolio Management June 2019, 45 (5) 69-83; DOI: https://doi.org/10.3905/jpm.2019.45.5.069
- The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?Brian Jacobsen, Wai Lee and Chao MaThe Journal of Portfolio Management August 2019, 45 (6) 6-15; DOI: https://doi.org/10.3905/jpm.2019.1.091
- Consistent ESG through ESG BenchmarksGuido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura NishikawaThe Journal of Index Investing August 2019, 10 (2) 24-42; DOI: https://doi.org/10.3905/jii.2019.1.072
- Promoting Sustainability Using Passive FundsBenoît Mercereau, João Paulo C.C. Sertã and Constance GaviniThe Journal of Index Investing August 2019, 10 (2) 43-62; DOI: https://doi.org/10.3905/jii.2019.1.071
- Environmental Performance of Commercial Real Estate: New Insights into Energy Efficiency ImprovementsPiet Eichholtz, Rogier Holtermans and Nils KokThe Journal of Portfolio Management September 2019, 45 (7) 113-129; DOI: https://doi.org/10.3905/jpm.2019.1.099
- Divergent ESG RatingsElroy Dimson, Paul Marsh and Mike StauntonThe Journal of Portfolio Management October 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175
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