---
title: ESG Risk Premia Measured with Contingent Claims
url: https://www.ml-quant.com/papers/ssrn/4600795/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4600795
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4600795
featured: 2023-10-18
citations: unknown
topic: Asset Pricing & Factors
---


# ESG Risk Premia Measured with Contingent Claims

The study suggests a method to calculate ESG risk premiums using market data, revealing a significant link between ESG scores and asset process volatility and drift terms, indicating ESG factors impact company value.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4600795
- Identifier: SSRN 4600795
- Released: 2023-10-12
- First featured: Quant Letter No. 22 (2023-10-18): https://www.ml-quant.com/issues/2023-10-18/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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