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ESG Demand

The research explores asset demand in a noniid returns model linked to an ESG factor, concluding that ESG assets offer risk diversification, but identifying the ESG factor's effect can offset the advantage.

Featured in No. 52 on 5 Jun 2024 ·

Released
28 Dec 2023
First featured
No. 52 · 5 Jun 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4852008

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

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