An Analysis of Volatility and Risk-Adjusted Returns of ESG Indices in Developed and Emerging Economies
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- Arisona Lestari Billah, 2024. "Advancing ESG Portfolio Optimization: Methods, Progress, and Future Directions," GATR Journals afr236, Global Academy of Training and Research (GATR) Enterprise.
- Barbara Iannone & Pierdomenico Duttilo & Stefano Antonio Gattone, 2025. "Evaluating the resilience of ESG investments in European Markets during turmoil periods," Papers 2501.03269, arXiv.org.
- Hossein Tarighi & Grzegorz Zimon & Mohammad Javad Sheikh & Mohammad Sayrani, 2024. "The Impact of Firm Risk and the COVID-19 Crisis on Working Capital Management Strategies: Evidence from a Market Affected by Economic Uncertainty," Risks, MDPI, vol. 12(4), pages 1-33, April.
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Keywords
ESG investing; downside risk; asymmetric volatility; risk-adjusted returns;All these keywords.
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