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For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment
This paper analyzes the risk-return characteristics of socially responsible investing by employing a time-varying capital gain and Sharpe ratio analysis for various investment horizons. We employ the MSCI ESG (environmental, social and governance) leaders indices in ten markets encompassing Australi...
Autores principales: | , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2023
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10150969/ https://www.ncbi.nlm.nih.gov/pubmed/37126520 http://dx.doi.org/10.1371/journal.pone.0285027 |