ML-QuantSubscribe

SSRNMacro-Finance & Rates

ESG Controversies in Strategies

The research incorporates ESG controversy data into equity and corporate bond strategies, suggesting that shorting ESG-controversial firms improves risk-adjusted returns and lowers ESG risk.

Featured in No. 90 on 26 Mar 2025 · 4 days after release

Released
22 Mar 2025
First featured
No. 90 · 26 Mar 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 5189713

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