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Constructing ESG-screened portfolios aims to reduce the aggregate ESG-risk at the portfolio level by excluding low ESG-score constituents from the selection universe. But ESG-screening imposes limi... Click to show full abstract
Constructing ESG-screened portfolios aims to reduce the aggregate ESG-risk at the portfolio level by excluding low ESG-score constituents from the selection universe. But ESG-screening imposes limi...
Keywords:
esg;
screening factor;
factor risk;
level;
esg screening
Journal Title: Journal of Sustainable Finance and Investment
Year Published: 2020
Link to full text (if available)
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Journal Title: Journal of Sustainable Finance and Investment
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!