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Performance Analysis of Sustainable Investments in the Brazilian Stock Market: A Study About the Corporate Sustainability Index (ISE)
16 references·16 citing·33 second hopsampled
Performance Analysis of Sustainable Investments in the Brazilian Stock Market: A Study About the Corporate Sustainability Index (ISE) (2012)Performance Analysis of Sustainable Inves…Central Intelligence Agency (2013)Central Intelligence AgencyHow to Rate Management of Investment Funds (2012)How to Rate Management of Inv…Human Development Report 2011 (2011)Human Development Report 2011UNDP – United Nations Development Programme (2010)UNDP – United Nations Develop…Global Standards and Ethical Stock Indexes: The Case of the Dow Jones Sustainability Stoxx Index (2008)Global Standards and Ethical …A Critical Review of Sustainable Business Indices and their Impact (2007)A Critical Review of Sustaina…Is there a Difference? The Performance Characteristics of SRI Equity Indices (2006)Is there a Difference? The Pe…SOCIALLY RESPONSIBLE INVESTING AND PORTFOLIO DIVERSIFICATION (2005)SOCIALLY RESPONSIBLE INVESTIN…Socially Responsible Investing in the United States (2003)Socially Responsible Investin…A Universal Performance Measure (2002)A Universal Performance Measu…Socially Responsible Mutual Funds (corrected) (2000)Socially Responsible Mutual F…The impact of social‐responsibility screens on investment performance: Evidence from the Domini 400 social index and Domini Equity Mutual Fund (1997)The impact of social‐responsi…Performance Measurement in a Downside Risk Framework (1994)Performance Measurement in a …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Mutual Fund Performance (1966)Mutual Fund PerformanceSustainable investing and financing for sustainable development: A hybrid review (2024)Sustainable investing and fin…Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization (2024)Do green investments improve …Risk-return profile of environmentally friendly assets: Evidence from the NASDAQ OMX green economy index family (2023)Risk-return profile of enviro…The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model (2022)The Dynamic Volatility Connec…The added value and differentiation among ESG investment strategies in stock markets (2022)The added value and different…Does corporate green investment enhance profitability? An institutional perspective (2022)Does corporate green investme…The Integration of Conventional Equity Indices with Environmental, Social, and Governance Indices: Evidence from Emerging Economies (2021)The Integration of Convention…Is there a cost for sustainable investments: evidence from dynamic conditional correlation (2021)Is there a cost for sustainab…Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market (2021)Do low-carbon investments in …Sustainable development and corporate financial performance: A study based on the Brazilian Corporate Sustainability Index (ISE) (2020)Sustainable development and c…On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework (2020)On the effects of uncertainty…Does the Stock Market Value Inclusion in a Sustainability Index? Evidence from Borsa Istanbul (2020)Does the Stock Market Value I…Beyond money and reputation: sustainable HRM in Brazilian banks (2020)Beyond money and reputation: …Screening activities by socially responsible funds: A matter of agency? (2018)Screening activities by socia…The Performance of Socially Responsible Investments in Indonesia: A Study of the Sri Kehati Index (SKI) (2017)The Performance of Socially R…Do sustainable companies have a better financial performance? A study on Brazilian public companies (2016)Do sustainable companies have…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Modern Portfolio Theory and Investment Analysis. (1982)Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds (1993)The importance of nongovernmental organizations (NGOs) in global governance and value creation: an international business research agenda (2004)The determinants of corporate sustainability performance (2009)Socially responsible funds and market crises (2014)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)An Engine, Not a Camera (2006)Finance as a Driver of Corporate Social Responsibility (2006)Rediscovering Social Innovation (2008)The Wages of Social Responsibility (2008)A Brief History of Downside Risk Measures (1999)Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance (2008)Portfolio selection with higher moments (2010)Does the choice of performance measure influence the evaluation of hedge funds? (2007)Portfolio optimization with return prediction using deep learning and machine learning (2020)Frameworks and Results in Distributionally Robust Optimization (2022)Testing for unit roots in heterogeneous panels (2003)Social Dominance in Context and in Individuals (2013)The International Wealth Index (IWI) (2014)The New ‘Passive Revolution’ of the Green Economy and Growth Discourse: Maintaining the ‘Sustainable Development’ of Neoliberal Capitalism (2014)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)At War's End (2004)Indulging Our Gendered Selves? Sex Segregation by Field of Study in 44 Countries (2009)Neoliberalism: A Critical Reader (2014)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1966Mutual Fund Performance3,932 cited
  • 2010UNDP – United Nations Development Programme1,680 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1994Performance Measurement in a Downside Risk Framework899 cited
  • 2000Socially Responsible Mutual Funds (corrected)714 cited
  • 2003Socially Responsible Investing in the United States647 cited
  • 2011Human Development Report 2011617 cited
  • 2002A Universal Performance Measure590 cited
  • 2005SOCIALLY RESPONSIBLE INVESTING AND PORTFOLIO DIVERSIFICATION372 cited
  • 1997The impact of social‐responsibility screens on investment performance: Evidence from the Domini 400 social index and Domini Equity Mutual Fund354 cited
  • 2006Is there a Difference? The Performance Characteristics of SRI Equity Indices317 cited
  • 2007A Critical Review of Sustainable Business Indices and their Impact303 cited
  • 2013Central Intelligence Agency290 cited
  • 2008

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Global Standards and Ethical Stock Indexes: The Case of the Dow Jones Sustainability Stoxx Index
238 cited

Cited by

  • 2016Do sustainable companies have a better financial performance? A study on Brazilian public companies135 cited
  • 2022The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model62 cited
  • 2018Screening activities by socially responsible funds: A matter of agency?59 cited
  • 2022The added value and differentiation among ESG investment strategies in stock markets56 cited
  • 2020Does the Stock Market Value Inclusion in a Sustainability Index? Evidence from Borsa Istanbul51 cited
  • 2021The Integration of Conventional Equity Indices with Environmental, Social, and Governance Indices: Evidence from Emerging Economies47 cited
  • 2021Is there a cost for sustainable investments: evidence from dynamic conditional correlation46 cited
  • 2021Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market46 cited
  • 2020On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework45 cited
  • 2024Sustainable investing and financing for sustainable development: A hybrid review44 cited
  • 2020Sustainable development and corporate financial performance: A study based on the Brazilian Corporate Sustainability Index (ISE)42 cited
  • 2024Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization38 cited
  • 2017The Performance of Socially Responsible Investments in Indonesia: A Study of the Sri Kehati Index (SKI)38 cited
  • 2023Risk-return profile of environmentally friendly assets: Evidence from the NASDAQ OMX green economy index family38 cited
  • 2022Does corporate green investment enhance profitability? An institutional perspective38 cited
  • 2020Beyond money and reputation: sustainable HRM in Brazilian banks36 cited