ML-QuantSubscribe

RePEcML & AI Methods

Incorporating ESG Ratings for Profitable Investments

Companies with high environmental, social, and corporate governance scores are financially more successful, with machine learning predicting a 14% higher return on equity.

Featured in No. 34 on 23 Jan 2024 · on release day

Released
23 Jan 2024
First featured
No. 34 · 23 Jan 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
17
Identifier
RePEc:taf:jsustf:v:14:y:2024:i:1:p:184-198

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page