In the last decade, the demand for sustainable and social investments has improved. The
mutual funds industry has responded to market needs by offering a number of investment …

The purpose of this research is to consider if the growing popularity of sustainable
investment does not create additional risks in investing. Different views on sustainable …

Abstract Environmental, Social, and Governance (ESG) ratings were developed to account
for the multidimensional nature of the sustainability of firms. Research on ESG ratings …

Portfolio management is confronting climate change more strongly and rapidly than
expected. Risks arising from the transition from a brown, carbon-based to a green, low …

Environmental, social and governance (ESG) integration into active and passive portfolios is
now a key part of the fast-growing area of sustainable investing. As portfolio managers …

Demand for sustainable fixed-income investment solutions is surging but there is hardly
research on the impact of sustainability on the risk characteristics of fixed-income portfolios …

This study examines the performance of worldwide corporate sustainability bonds issued
from 2014 to 2020. Unlike traditional bonds, the proceeds of sustainability bonds are utilised …

In this article, the authors explain how asset owners and asset managers should behave to
cope with new regulations and risks related to climate change. By optimizing portfolios with …

We use supervised learning to identify factors that predict the cross-section of returns and
maximum drawdown for stocks in the US equity market. Our data run from January 1970 to …

This paper evaluates the impact of a screening process based on Environment, Social, and
Governance (ESG) scores for an otherwise passive portfolio of investment-grade corporate …