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Responsible Investing: The ESG Risk Budgeting

https://doi.org/10.2139/ssrn.4848729
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/csr.2177openalex-extracted
Inside the ESG ratings: (Dis)agreement and performance
inferredcites →https://doi.org/10.1016/j.gfj.2020.100577openalex-extracted
Corporate social responsibility as a common risk factor
inferredcites →https://doi.org/10.1016/j.irfa.2023.102490openalex-extracted
Investor climate sentiment and financial markets
inferredcites →https://doi.org/10.1016/j.irfa.2023.102513openalex-extracted
ESG, risk, and (tail) dependence
inferredcites →https://doi.org/10.1016/j.jbankfin.2022.106498openalex-extracted
Chasing the ESG factor
inferredcites →https://doi.org/10.1016/j.jempfin.2008.03.002openalex-extracted
Robust performance hypothesis testing with the Sharpe ratio
inferredcites →https://doi.org/10.1016/j.jfineco.2008.09.001openalex-extracted
The price of sin: The effects of social norms on markets
inferredcites →https://doi.org/10.1016/j.jfineco.2020.11.001openalex-extracted
Responsible Investing: The ESG-Efficient Frontier
inferredcites →https://doi.org/10.1016/j.jfineco.2020.12.011openalex-extracted
Sustainable investing in equilibrium
inferredcites →https://doi.org/10.1016/j.jfineco.2021.09.009openalex-extracted
Sustainable investing with ESG rating uncertainty
inferredcites →https://doi.org/10.1016/j.jfineco.2022.07.007openalex-extracted
Dissecting green returns
inferredcites →https://doi.org/10.1016/j.jfs.2018.04.006openalex-extracted
Fishing the Corporate Social Responsibility Risk Factors
inferredcites →https://doi.org/10.1016/j.jfs.2021.100887openalex-extracted
ESG investing: A chance to reduce systemic risk
inferredcites →https://doi.org/10.1016/j.jfs.2024.101221openalex-extracted
Spillovers in Europe: The role of ESG
inferredcites →https://doi.org/10.1016/s1386-4181(01)00024-6openalex-extracted
Illiquidity and stock returns: cross-section and time-series effects
inferredcites →https://doi.org/10.1057/s41260-019-00139-zopenalex-extracted
Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings
inferredcites →https://doi.org/10.1080/0015198x.2020.1816366openalex-extracted
Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens
inferredcites →https://doi.org/10.1080/14697688.2015.1046907openalex-extracted
Risk parity portfolios with risk factors
inferredcites →https://doi.org/10.1080/14697688.2024.2349016openalex-extracted
ESG risk exposure: a tale of two tails
inferredcites →https://doi.org/10.1080/20430795.2017.1395251openalex-extracted
Is ESG a systematic risk factor for US equity mutual funds?
inferredcites →https://doi.org/10.1093/rfs/hhz086openalex-extracted
Attention to Global Warming
inferredcites →https://doi.org/10.1093/rfs/hhz089openalex-extracted
Comparing Cross-Section and Time-Series Factor Models
inferredcites →https://doi.org/10.1093/rof/rfac033openalex-extracted
Aggregate Confusion: The Divergence of ESG Ratings
inferredcites →https://doi.org/10.1093/rof/rfad034openalex-extracted
ESG shareholder engagement and downside risk
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01371.xopenalex-extracted
Dissecting Anomalies
inferredcites →https://doi.org/10.1111/jacf.12174openalex-extracted
ESG for All? The Impact of ESG Screening on Return, Risk, and Diversification
inferredcites →https://doi.org/10.1142/s2010007811000292openalex-extracted
BUSINESS CYCLE EFFECTS ON CONCERN ABOUT CLIMATE CHANGE: THE CHILLING EFFECT OF RECESSION
inferredcites →https://doi.org/10.2139/ssrn.2885479openalex-extracted
Corporate Social Responsibility Exposure and Performance of Mutual Funds
inferredcites →https://doi.org/10.2139/ssrn.2925310openalex-extracted
Why and How Investors Use ESG Information: Evidence from a Global Survey
inferredcites →https://doi.org/10.2139/ssrn.3578830openalex-extracted
Optimal Strategies for ESG Portfolios
inferredcites →https://doi.org/10.2139/ssrn.3764493openalex-extracted
Inside the ESG Ratings: (Dis)agreement and Performance
inferredcites →https://doi.org/10.3905/jesg.2022.1.041openalex-extracted
The Performance of ESG Funds vis-à-vis Non-ESG Funds
inferredcites →https://doi.org/10.3905/jpm.2020.46.3.065openalex-extracted
An Integrated Approach to Quantitative ESG Investing
inferredcites →https://doi.org/10.3905/jpm.2020.46.3.075openalex-extracted
ESG Investing: From Sin Stocks to Smart Beta
inferredcites →https://doi.org/10.3905/jpm.2020.46.3.123openalex-extracted
Have Investors Paid a Performance Price? Examining the Behavior of ESG Equity Funds
inferredcites →https://doi.org/10.3905/jpm.2022.1.344openalex-extracted
Systematic ESG Risk and Passive ESG Investing
inferredcites →https://doi.org/10.2469/faj.v74.n3.2openalex-snapshot
Why and How Investors Use ESG Information: Evidence from a Global Survey
inferredcites →https://doi.org/10.3905/joi.2019.28.2.053openalex-snapshot
Corporate Social Responsibility Exposure and Performance of Mutual Funds
inferredcites →https://doi.org/10.3905/jpm.2021.1.241openalex-snapshot
Optimal Strategies for ESG Portfolios
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