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Published in 2023 at "PLOS ONE"
DOI: 10.1371/journal.pone.0285027
Abstract: This paper analyzes the risk-return characteristics of socially responsible investing by employing a time-varying capital gain and Sharpe ratio analysis for various investment horizons. We employ the MSCI ESG (environmental, social and governance) leaders indices…
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Keywords:
capitalist sustainability;
esg;
moral capitalist;
sustainability corporate ... See more keywords