☆ 4.6 Article

Environmental Portfolios-Evidence from Screening and Passive Portfolio Management

SUSTAINABILITY (2021)

相关参考文献

注意：仅列出部分参考文献，下载原文获取全部文献信息。

Article Green & Sustainable Science & Technology

Passive ESG Portfolio Management-The Benchmark Strategy for Socially Responsible Investors

Julian Amon et al.

Summary: This article investigates passive portfolio strategies based on ESG-weighting and finds that socially responsible investors are willing to pay a small premium for the impact of the portfolio through transaction costs. The results show strong support for ESG-based strategies preferred by socially responsible investors and possibly conventional investors seeking a passively managed alternative.

SUSTAINABILITY (2021)

添加到收藏夹

Article Business, Finance

Get Green or Die Trying? Carbon Risk Integration into Portfolio Management

Maximilian Goergen et al.

Summary: Portfolio management is addressing climate change more proactively than expected, with a focus on transitioning to a green, low-carbon economy. The authors demonstrate how to quantify carbon risks using a capital markets-based approach. Their findings show that both green and brown stocks carry inherent risks without adequate financial compensation, and that carbon risk exposure is linked to other common risk factors. Integrating carbon risk into investment practices requires careful consideration to manage potential hidden costs.

JOURNAL OF PORTFOLIO MANAGEMENT (2021)

添加到收藏夹

Article Business, Finance

No more excuses! Performance of ESG-integrated portfolios in Australia

Darren D. Lee et al.

Summary: The study shows that integrating ESG analysis into investment practices in Australia does not harm risk-adjusted returns. Portfolios with high ESG ratings consistently outperform in terms of returns, diversification efficiencies, and overall risk, with no evidence of underperformance against the market.

ACCOUNTING AND FINANCE (2021)

添加到收藏夹

Review Management

The market for socially responsible investing: a review of the developments

Mark Anthony Camilleri

Summary: This study aims to explain the evolution of socially responsible investing (SRI) and provides insights into its latest developments. It discusses different forms of SRI, reasons for utilizing positive and negative screenings, as well as the opportunities and challenges facing SRI stakeholders. The research shows a growth in SRI products in the financial services industry, with an increase in stakeholders involved in scrutinizing businesses' environmental, social, and governance behaviors.

SOCIAL RESPONSIBILITY JOURNAL (2021)

添加到收藏夹

Article Business, Finance

A Study of Fossil Free Equity Portfolio Performance

Ken Yook et al.

JOURNAL OF INVESTING (2020)

添加到收藏夹

Article Business, Finance

Climate Change and Asset Management

Sergio M. Focardi et al.

JOURNAL OF PORTFOLIO MANAGEMENT (2020)

添加到收藏夹

Article Environmental Studies

Fossil Fuel Divestment Strategies: Financial and Carbon-Related Consequences

Chelsie Hunt et al.

ORGANIZATION & ENVIRONMENT (2019)

添加到收藏夹

Article Business, Finance

Integrating ESG in Portfolio Construction

Roy Henriksson et al.

JOURNAL OF PORTFOLIO MANAGEMENT (2019)

添加到收藏夹

Article Ecology

Fossil Fuel Divestment and Portfolio Performance

Arjan Trinks et al.

ECOLOGICAL ECONOMICS (2018)

添加到收藏夹

Article Management

Markowitz revisited: Social portfolio engineering

Stephan M. Gasser et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2017)

添加到收藏夹

Article Business, Finance

Sin Stocks Revisited: Resolving the Sin Stock Anomaly

David Blitz et al.

JOURNAL OF PORTFOLIO MANAGEMENT (2017)

添加到收藏夹

Article Business

The Opportunity Cost of Negative Screening in Socially Responsible Investing

Pieter Jan Trinks et al.

JOURNAL OF BUSINESS ETHICS (2017)

添加到收藏夹

Article Ecology

Environmental and Financial Performance of Fossil Fuel Firms: A Closer Inspection of their Interaction

Halit Gonenc et al.

ECOLOGICAL ECONOMICS (2017)

添加到收藏夹

Article Business, Finance

Measuring the level and risk of corporate responsibility - An empirical comparison of different ESG rating approaches

Gregor Dorfleitner et al.

JOURNAL OF ASSET MANAGEMENT (2015)

添加到收藏夹

Article Business, Finance

Incremental variables and the investment opportunity set

Eugene F. Fama et al.

JOURNAL OF FINANCIAL ECONOMICS (2015)

添加到收藏夹

Article Business

Does it Really Hurt to be Responsible?

Jacquelyn E. Humphrey et al.

JOURNAL OF BUSINESS ETHICS (2014)

添加到收藏夹

Article Business, Finance

The Performance of Socially Responsible Funds: Does the Screening Process Matter?

Gunther Capelle-Blancard et al.

EUROPEAN FINANCIAL MANAGEMENT (2014)

添加到收藏夹

Article Business, Finance

A test for the equality of multiple Sharpe ratios

John Alexander Wright et al.

JOURNAL OF RISK (2014)

添加到收藏夹

Article Environmental Studies

Socially Responsible Investing for Sustainability: Overcoming Its Incomplete and Conflicting Rationales

Benjamin J. Richardson

TRANSNATIONAL ENVIRONMENTAL LAW (2013)

添加到收藏夹

Article Management

Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives

Enrique Ballestero et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2012)

添加到收藏夹

Article Development Studies

Stock Returns in Relation to Environmental, Social and Governance Performance: Mispricing or Compensation for Risk?

Cristiana Manescu

SUSTAINABLE DEVELOPMENT (2011)

添加到收藏夹

Article Business

Green and Good? The Investment Performance of US Environmental Mutual Funds

Francisco Climent et al.

JOURNAL OF BUSINESS ETHICS (2011)

添加到收藏夹

Article Business

Australian Socially Responsible Funds: Performance, Risk and Screening Intensity

Jacquelyn E. Humphrey et al.

JOURNAL OF BUSINESS ETHICS (2011)

添加到收藏夹

Article Business, Finance

Does the stock market fully value intangibles? Employee satisfaction and equity prices

Alex Edmans

JOURNAL OF FINANCIAL ECONOMICS (2011)

添加到收藏夹

Article Business, Finance

The Wages of Social Responsibility

Meir Statman et al.

FINANCIAL ANALYSTS JOURNAL (2009)

添加到收藏夹

Article Business, Finance

Socially responsible investments: Institutional aspects, performance, and investor behavior

Luc Renneboog et al.

JOURNAL OF BANKING & FINANCE (2008)

添加到收藏夹

Article Business, Finance

Sin Stock Returns

Frank J. Fabozzi et al.

JOURNAL OF PORTFOLIO MANAGEMENT (2008)

添加到收藏夹

Article Business, Finance

Striking oil: Another puzzle?

Gerben Driesprong et al.

JOURNAL OF FINANCIAL ECONOMICS (2008)

添加到收藏夹

Article Business

Environmental risk management and the cost of capital

Mark P. Sharfman et al.

STRATEGIC MANAGEMENT JOURNAL (2008)

添加到收藏夹

Article Green & Sustainable Science & Technology

Environmental impacts of conventional and sustainable investment funds compared using input-output life-cycle assessment

Thomas Koellner et al.

JOURNAL OF INDUSTRIAL ECOLOGY (2007)

添加到收藏夹

Article Economics

The effect of environmental and social performance on the stock performance of european corporations

Andreas Ziegler et al.

ENVIRONMENTAL & RESOURCE ECONOMICS (2007)

添加到收藏夹

Review Business

Beyond dichotomy: The curvilinear relationship between social responsibility and financial performance

Michael L. Barnett et al.

STRATEGIC MANAGEMENT JOURNAL (2006)

添加到收藏夹

Article Business, Finance

The eco-efficiency premium puzzle

J Derwall et al.

FINANCIAL ANALYSTS JOURNAL (2005)

添加到收藏夹

Article Management

Do corporate global environmental standards create or destroy market value?

G Dowell et al.

MANAGEMENT SCIENCE (2000)

添加到收藏夹

© Peeref 2019-2024. All rights reserved.