How ESG affected corporate credit risk and performance

R Mendiratta, HD Varsani, G Giese - The Journal of Impact and …, 2021 - pm-research.com
This article extends the authors’ research on how environmental, social, and governance (ESG)
characteristics have affected equity investing and corporate bonds. Unlike with equities…

[PDF][PDF] Adaptive multi-factor allocation

HD Varsani, V Jain - MSCI Factor Investing Research Paper, 2018 - pionline.com
An increasing number of institutional investors are implementing factor allocations to target
additional sources of returns, manage risk and/or enhance income. While certain single …

Development of integrated reporting in ensuring a balanced system of management system indicators

М Проданчук, Ю Бездушна, А Михалків… - Financial and credit …, 2022 - fkd.net.ua
Hitendra D. Varsani and Vaman Virgaonkar, researching indicators of the value of companies,
point to the value of a holistic approach to the assessment of factors that cover not only …

[HTML][HTML] Carbon futures and clean energy stocks: do they hedge or safe haven against the climate policy uncertainty?

ME Hoque, S Batabyal - Journal of Risk and Financial Management, 2022 - mdpi.com
Using the GARCH model and quantile regression with dummy variables, we investigate the
hedging and safe haven properties of carbon futures and clean energy stocks against the …

[PDF][PDF] Market Assessment of ESG Activities of Large Russian Companies

AD Evgenevic - 2023 - dspace.spbu.ru
… How ESG Affected Corporate Credit Risk and Performance / Rohit Mendiratta, Hitendra D.
Varsani, Guido Giese // The Journal of impact & esg investing. – 2021. – Vol. …

Joint modeling of VIX and SPX options at a single and common maturity with risk management applications

P Carr, DB Madan - IIE Transactions, 2014 - Taylor & Francis
… We are grateful to Hitendra Varsani and Abake Adenle for proposing the problem. … D. from
UCLA in 1989. He is presently the Executive Director of the Math Finance program at NYU’s …

[PDF][PDF] What Does ESG Investing Really Mean? Measuring Materiality

LE Lee - 2021 - … .wharton.upenn.edu
Clear and consistent measurement of economic, social, and governance (ESG) criteria can
help investors obtain a more useful understanding of factors contributing to financial …

[PDF][PDF] Misleading Characterization of ESG Funds

S McKinlay - dol.gov
This paper examines the extent to which climate change legislation and litigation outside of
the United States (US) impacts fiduciary duty obligations under US pension law related to …

[PDF][PDF] The mechanisms and development of emissions-trading markets: A comparison of the European Union and China

H Shang, FF Tang - China's Transition to a New Phase of …, 2022 - library.oapen.org
In the 1960s, Crocker (1966) and Dales (1968) proposed the idea of pollution rights trading,
allowing emissions rights to be exchanged as normal goods. The United States was the first …

[CITATION][C] Foundations of ESG investing in corporate bonds: How ESG affected corporate credit risk and performance

R Mendiratta, HD Varsani, G Giese - MSCI Research Paper, 2020