---
title: Determinants of Portfolio ESG Performance: Attribution Framework
url: https://www.ml-quant.com/papers/ssrn/4601050/
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 4601050
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4601050
featured: 2023-10-18
citations: unknown
topic: Portfolio & Allocation
---


# Determinants of Portfolio ESG Performance: Attribution Framework

Attribution Framework: The study introduces a framework for assessing the ESG performance of a portfolio, indicating that U.S. public pensions' positive ESG performance is largely due to their underlying holdings.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4601050
- Identifier: SSRN 4601050
- Released: 2023-06-07
- 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: Portfolio & Allocation

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