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The Missing Piece of the Financial and ESG Risk Integration Puzzle: Total VaR ESG

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/csr.1431openalex-snapshot

The Effect of Environmental, Social, Governance and Sustainability Initiatives on Stock Value – Examining Market Response to Initiatives Undertaken by Listed Companies

inferredcites →https://doi.org/10.1002/csr.2180openalex-snapshot

Forecasting volatility by integrating financial risk with environmental, social, and governance risk

inferredcites →https://doi.org/10.1007/s10203-021-00351-wopenalex-snapshot

Responsible investments reduce market risks

inferredcites →https://doi.org/10.1016/j.econlet.2021.109936openalex-snapshot

Pricing carbon risk: Investor preferences or risk mitigation?

inferredcites →https://doi.org/10.1016/j.frl.2023.103875openalex-snapshot

Integrating ESG risks into value-at-risk

inferredcites →https://doi.org/10.1016/j.frl.2024.105482openalex-snapshot

ESG factors and the cross-section of expected stock returns: A LASSO-based approach

inferredcites →https://doi.org/10.1016/j.frl.2024.105692openalex-snapshot

Measuring ESG risks in multi-asset portfolios: Decomposing VaRESG into CVaRESG

inferredcites →https://doi.org/10.1016/j.jfineco.2007.06.003openalex-snapshot

The consequences to managers for financial misrepresentation

inferredcites →https://doi.org/10.1016/j.jfineco.2021.05.008openalex-snapshot

Do Investors Care about Carbon Risk?

inferredcites →https://doi.org/10.1016/j.jfs.2018.04.006openalex-snapshot

Fishing the Corporate Social Responsibility Risk Factors

inferredcites →https://doi.org/10.1016/j.ribaf.2025.102902openalex-snapshot

The market power of ESG index providers: The effects of rebalancing ESG-themed indices

inferredcites →https://doi.org/10.1057/s41260-023-00337-wopenalex-snapshot

ESG criteria and the credit risk of corporate bond portfolios

inferredcites →https://doi.org/10.21314/jor.2000.035openalex-snapshot

Computation of value-at-risk for nonlinear portfolios

inferredcites →https://doi.org/10.21314/jor.2002.057openalex-snapshot

Portfolio optimization with conditional value-at-risk objective and constraints

inferredcites →https://doi.org/10.21314/jor.2003.076openalex-snapshot

Decomposing portfolio value-at-risk: a general analysis

inferredcites →https://doi.org/10.3386/w22529openalex-snapshot

Price of Long-Run Temperature Shifts in Capital Markets

inferredcites →https://doi.org/10.3386/w30660openalex-snapshot

Sea Level Rise Exposure and Municipal Bond Yields

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