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Optimizing Environmental, Social and Governance Factors in Portfolio Construction: Analysis of Three ESG-Tilted Strategies

https://doi.org/10.2139/ssrn.2221524
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10/10 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 10 checked references that resolve
resolves10.2139/ssrn.1660470
Corporate Environmental Management and Credit Risk
resolves10.2139/ssrn.1677653
Environmental Externalities and Cost of Capital
resolves10.1016/j.jbankfin.2011.01.009
A tale of values-driven and profit-seeking social investors
resolves10.2139/ssrn.1964011
The Impact of a Corporate Culture of Sustainability on Corporate Behavior and Performance
resolves10.2139/ssrn.2222740
Sustainable Investing: Establishing Long-Term Value and Performance
resolves10.3905/jpm.1994.409482
Alpha is Volatility Times IC Times Score
resolves10.1111/1467-8683.00062
The Emergence of Fiduciary Capitalism
resolves10.3905/joi.2011.20.3.095
The Long-Term Performance of a Social Investment Universe
resolves10.9774/gleaf.978-1-909493-98-8_7
Case 4: Societal returns versus financial returns
resolves10.3905/joi.1997.408435
Finding the Link Between Stakeholder Relations and Quality of Management
The 6 references without a DOI — listed, not checked
no DOI — not checkedIntegrating ESG in the Investment Process: From Aspiration to Effective Implementation
no DOI — not checkedRisk On, Risk Off in a Multifactor World
no DOI — not checkedCredit Suisse Strategy Paper
no DOI — not checkedref8
no DOI — not checkedDoes corporate social responsibility affect the cost of capital?
no DOI — not checkedSustainability: Opportunity or Opportunity Cost
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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