Towards the estimation of ESG ratings: A machine learning approach using balance sheet ratios
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DOI: 10.1016/j.ribaf.2024.102653
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More about this item
Keywords
Machine learning; ESG risks; Firm performance risks; Investment strategy; Forecasting;All these keywords.
JEL classification:
- G3 - Financial Economics - - Corporate Finance and Governance
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
Statistics
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