COVID‐19, ESG investing, and the resilience of more sustainable stocks: Evidence from European firms

G Cardillo, E Bendinelli… - Business Strategy and the …, 2023 - Wiley Online Library
Following the COVID‐19 outbreak, orientation toward sustainability is a critical factor in
ensuring firm survival and growth. Using a large sample of 1,204 firms in Europe during the …

ESG ratings and the performance of socially responsible mutual funds: A panel study

N Das, S Chatterjee, A Sunder, B Ruf - Journal of Finance Issues, 2018 - jfi-aof.org
This study uses the Fama-French 5-factor model to examine the risk-adjusted performances
of Socially Responsible Mutual Funds (SRMF) relative to the market over a 12-year (2005 …

Relative importance of sustainability measures and costs in mutual fund selection

CE Chang, TM Krueger, HD Witte - The Journal of Wealth …, 2020 - pm-research.com
Impact investing has become a mainstream investment practice, especially for millennial
investors. More financially savvy than their Generation X predecessors and with an …

Much of model risk does not come from any model

M Goldberg - Journal of Structured Finance, 2017 - search.proquest.com
The use of financial models leads to model risk. Some of that risk comes from places in the"
model ecosystem" other than the individual model itself. This article points out a few of those …

Comparison of ESG-Mandated and Non-Mandated Funds Using Morningstar Measures of Sustainability and Performance

CE Chang, TM Krueger, HD Witte - The Journal of Investing, 2024 - pm-research.com
Sustainable investing refers to a range of practices in which investors work toward financial
goals while incorporating environmental, social, and governance (ESG) considerations into …

[PDF][PDF] The Performance of Sustainably Driven Portfolios

AO Christensen, PA MacWilliam - 2023 - research-api.cbs.dk
This paper investigates the returns and risks of sustainably driven portfolios compared to
nonsustainably driven portfolios through the lens of an everyday investor pursuing a buy …