The integration of environmental, social and governance criteria in portfolio optimization: An empirical analysis
G Abate, I Basile, P Ferrari - Corporate Social Responsibility …, 2023 - Wiley Online Library
The increasing interest of investors in environmental, social, and governance (ESG) issues
has prompted asset managers to develop new approaches to strategic asset allocation that …
has prompted asset managers to develop new approaches to strategic asset allocation that …
[HTML][HTML] Integrating Impact Funds into Mainstream Portfolios
D Kilmurray, L Melin… - The Journal of Impact and …, 2021 - jesg.pm-research.com
Interest in impact investing is growing, but investors typically allocate to impact funds and
traditional assets independently from one another. We develop an optimizer that brings both …
traditional assets independently from one another. We develop an optimizer that brings both …
Asset Allocation with Non-pecuniary ESG Preferences: Efficiently Blending Value with Values
DM Grim, G Renzi-Ricci, A Madamba - Forthcoming in the Journal …, 2022 - papers.ssrn.com
The explosion of interest in ESG investing has yielded a number of quantitative frameworks
that seek to incorporate non-pecuniary ESG preferences into conventional multi-asset …
that seek to incorporate non-pecuniary ESG preferences into conventional multi-asset …
How socially responsible investment could contribute to the development of circular economy-A theoretical and empirical perspective
G Schneider-Maunoury - Revue Européenne d'Économie …, 2023 - classiques-garnier.com
La finance durable et sa réglementation européenne sont toutes deux critiquées pour de
nombreuses raisons. Cette contribution fournit d'abord une perspective théorique pour …
nombreuses raisons. Cette contribution fournit d'abord une perspective théorique pour …
Time-series momentum: A Monte Carlo approach
C Struck, E Cheng - The Journal of Financial Data Science, 2019 - pm-research.com
Interest in impact investing is growing, but investors typically allocate to impact funds and
traditional assets independently from one another. We develop an optimizer that brings both …
traditional assets independently from one another. We develop an optimizer that brings both …
Do Scope 3 Carbon Emissions Impact Firms' Cost of Debt?
A Panjwani, L Melin, B Mercereau - Available at SSRN 4205875, 2022 - papers.ssrn.com
Do firms that report more carbon emissions-particularly scope 3 emissions-face a higher
cost of borrowing in credit markets? In this paper, we find that firms that disclose scope 3 …
cost of borrowing in credit markets? In this paper, we find that firms that disclose scope 3 …