Fundamentals-Based Material ESG Alpha
Firms with larger size, lower growth, and higher profitability are more likely to improve their ESG scores, but the portfolio doesn't generate alpha after considering its exposure to profitability and growth factors.
Featured in No. 32 on 9 Jan 2024 · 5 days after release
- Released
- 4 Jan 2024
- First featured
- No. 32 · 9 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4684380
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