Shedding light on the relationship between ESG ratings and systematic risk
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DOI: 10.1016/j.frl.2023.104882
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- Reis, Pedro Nogueira & Pinto, António Pedro Soares, 2024. "Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
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Keywords
Beta; Systematic risk; CAPM; Environmental: social: governance; U-shape; financial performance;All these keywords.
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