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Optimal ESG Portfolios: Which ESG Ratings to Use?
SSRN Electronic Journal, 2021The idea behind the optimal ESG portfolio (OESGP) is to expand the mean variance theory by adding the portfolio ESG value (PESGV) multiplied by the ESG strength parameter γ (which is investor’s choice) to the minimizing objective function (Pederson et al., 2019; Schmidt, 2020).
Anatoly Schmidt, Xu Zhang
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Advances in Economics, Management and Political Sciences
ESG rating is a key link in the development of ESG, while the current global ESG rating agencies are numerous in number, with very different backgrounds and large rating divergences, and it is still difficult to generate a consensus on the rating of the same subject. This paper examines the impact and causes of ESG divergence in detail.
Yuxin Shi +3 more
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ESG rating is a key link in the development of ESG, while the current global ESG rating agencies are numerous in number, with very different backgrounds and large rating divergences, and it is still difficult to generate a consensus on the rating of the same subject. This paper examines the impact and causes of ESG divergence in detail.
Yuxin Shi +3 more
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ESG Rating Competition and Rating Quality
SSRN Electronic JournalABSTRACT This paper examines how increased competition among environmental, social, and governance (ESG) rating agencies relates to ESG rating quality. We exploit the entry of Sustainalytics as a new ESG rating agency in 2010. We conduct a difference‐in‐differences analysis and provide three main findings.
CAI CHEN, SVENJA DUBE, SHIRAN FROYMOVICH
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THE PERFORMANCE OF ESG THEMATIC FUND IN CHINA AND ESG RATINGS
2022We uses ESG thematic funds to conduct a detailed statistical profile of their operating status in the Chinese market, including the size, the proportion of different investment types, and the characteristics of return and risk. The OLS model is used to empirically analyze the applicability of the Fama-French five-factor model in the Chinese mutual fund
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ESG sentiments and divergent ESG scores: suggesting a framework for ESG rating
SN Business & Economics, 2023Ajithakumari Vijayappan Nair Biju +3 more
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Corporate Social Responsibility and Environmental Management, 2021
Guido Abate, Pierpaolo Ferrari
exaly
Guido Abate, Pierpaolo Ferrari
exaly
Impact and mechanism analysis of ESG ratings on the efficiency of green technology innovation
Finance Research Letters, 2023Lan Bo, Weidong Huo
exaly
Stock price reactions to ESG news: the role of ESG ratings and disagreement
Review of Accounting Studies, 2022George Serafeim, Aaron Yoon
exaly