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Integrating ESG in Portfolio Construction
16 references·12 citing·38 second hopsampled
Integrating ESG in Portfolio Construction (2019)Integrating ESG in Portfolio ConstructionCorporate Sustainability: First Evidence on Materiality (2016)Corporate Sustainability: Fir…The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)The Impact of Corporate Susta…Environmental Externalities and Cost of Capital (2014)Environmental Externalities a…Corporate social responsibility and stakeholder value maximization: Evidence from mergers (2013)Corporate social responsibili…Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)Voluntary Nonfinancial Disclo…The impact of corporate social responsibility on the cost of bank loans (2010)The impact of corporate socia…Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Does Corporate Social Respons…The price of sin: The effects of social norms on markets (2009)The price of sin: The effects…Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)Socially responsible investme…Environmental risk management and the cost of capital (2008)Environmental risk management…The effects of corporate governance on firms’ credit ratings (2006)The effects of corporate gove…BEYOND DICHOTOMY: THE CURVILINEAR RELATIONSHIP BETWEEN SOCIAL RESPONSIBILITY AND FINANCIAL PERFORMANCE (2006)BEYOND DICHOTOMY: THE CURVILI…Corporate Social and Financial Performance: A Meta-Analysis (2003)Corporate Social and Financia…Does the Market Value Environmental Performance? (2001)Does the Market Value Environ…Corporate social responsibility and financial performance: correlation or misspecification? (2000)Corporate social responsibili…A RESOURCE-BASED PERSPECTIVE ON CORPORATE ENVIRONMENTAL PERFORMANCE AND PROFITABILITY. (1997)A RESOURCE-BASED PERSPECTIVE …Research progress and prospect of environmental, social and governance: A systematic literature review and bibliometric analysis (2024)Research progress and prospec…ESG, risk, and (tail) dependence (2023)ESG, risk, and (tail) depende…ESG Disclosure and Firm Performance: An Asset-Pricing Approach (2023)ESG Disclosure and Firm Perfo…Environmental, social, governance risk versus cooperation models between financial institutions and businesses. Sectoral approach and ESG risk analysis (2023)Environmental, social, govern…ESG performance, investors’ heterogeneous beliefs, and cost of equity capital in China (2022)ESG performance, investors’ h…An industry-guided review of responsible investing: Bridging the divide between academia and industry (2022)An industry-guided review of …Modeling demand for ESG (2021)Modeling demand for ESGEnvironmental, Social, Governance Risk and Corporate Sustainable Growth Nexus: Quantile Regression Approach (2021)Environmental, Social, Govern…Building Machine Learning Systems for Automated ESG Scoring (2021)Building Machine Learning Sys…Mind the gap! Machine Learning, ESG Metrics and Sustainable Investment (2020)Mind the gap! Machine Learnin…The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha? (2019)The Alpha, Beta, and Sigma of…A Guide to ESG Portfolio Construction (2019)A Guide to ESG Portfolio Cons…R&D, Patents, and Productivity (1987)AGENCY CONFLICT AND CORPORATE STRATEGY: THE EFFECT OF DIVESTMENT ON CORPORATE VALUE (1997)THE CORPORATE SOCIAL PERFORMANCE-FINANCIAL PERFORMANCE LINK (1997)Corporate Social Responsibility: A Theory of the Firm Perspective (2001)Misery Loves Companies: Rethinking Social Initiatives by Business (2003)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Strategy and society: the link between competitive advantage and corporate social responsibility (2007)Nonfinancial Disclosure and Analyst Forecast Accuracy: International Evidence on Corporate Social Responsibility Disclosure (2012)Mandatory CSR and sustainability reporting: economic analysis and literature review (2021)The Iron Cage Revisited: Institutional Isomorphism and Collective Rationality in Organizational Fields (1983)Firm resources and sustained competitive advantage (2004)The iron cage revisited institutional isomorphism and collective rationality in organizational fields (2004)Why would corporations behave in socially responsible ways? an institutional theory of corporate social responsibility (2007)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Dynamic capabilities and strategic management (1997)The Social Responsibility of Business Is to Increase Its Profits (2007)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2017)Corporate green bonds (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Initial conditions and moment restrictions in dynamic panel data models (1998)Corporate social responsibility and access to finance (2013)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Do Investors Care about Carbon Risk? (2019)The Importance of Climate Risks for Institutional Investors (2019)Sustainable investing in equilibrium (2020)Corporate financing and investment decisions when firms have information that investors do not have (1984)Large Shareholders and Corporate Control (1986)The Cross-Section of Expected Stock Returns (1992)Risk, Return, and Equilibrium: Empirical Tests (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)On Persistence in Mutual Fund Performance (1997)A resource‐based view of the firm (1984)PERFORMANCE, SLACK, AND RISK TAKING IN ORGANIZATIONAL DECISION MAKING. (1986)A Natural-Resource-Based View of the Firm (1995)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2003Corporate Social and Financial Performance: A Meta-Analysis7,627 cited
  • 1997A RESOURCE-BASED PERSPECTIVE ON CORPORATE ENVIRONMENTAL PERFORMANCE AND PROFITABILITY.4,813 cited
  • 2010Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting4,332 cited
  • 2014The Impact of Corporate Sustainability on Organizational Processes and Performance4,060 cited
  • 2000Corporate social responsibility and financial performance: correlation or misspecification?3,818 cited
  • 2010Does Corporate Social Responsibility Affect the Cost of Capital?3,461 cited
  • 2009The price of sin: The effects of social norms on markets2,600 cited
  • 2010The impact of corporate social responsibility on the cost of bank loans2,099 cited
  • 2016Corporate Sustainability: First Evidence on Materiality1,945 cited
  • 2014Environmental Externalities and Cost of Capital1,834 cited
  • 2008Socially responsible investments: Institutional aspects, performance, and investor behavior1,756 cited
  • 2013Corporate social responsibility and stakeholder value maximization: Evidence from mergers1,654 cited
  • 2008Environmental risk management and the cost of capital1,519 cited
  • 2001Does the Market Value Environmental Performance?1,403 cited

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  • 2006BEYOND DICHOTOMY: THE CURVILINEAR RELATIONSHIP BETWEEN SOCIAL RESPONSIBILITY AND FINANCIAL PERFORMANCE1,401 cited
  • 2006The effects of corporate governance on firms’ credit ratings1,320 cited
  • Cited by

    • 2023ESG Disclosure and Firm Performance: An Asset-Pricing Approach62 cited
    • 2023ESG, risk, and (tail) dependence61 cited
    • 2022ESG performance, investors’ heterogeneous beliefs, and cost of equity capital in China61 cited
    • 2021Building Machine Learning Systems for Automated ESG Scoring50 cited
    • 2021Environmental, Social, Governance Risk and Corporate Sustainable Growth Nexus: Quantile Regression Approach48 cited
    • 2024Research progress and prospect of environmental, social and governance: A systematic literature review and bibliometric analysis42 cited
    • 2020Mind the gap! Machine Learning, ESG Metrics and Sustainable Investment38 cited
    • 2019A Guide to ESG Portfolio Construction36 cited
    • 2022An industry-guided review of responsible investing: Bridging the divide between academia and industry36 cited
    • 2019The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?34 cited
    • 2021Modeling demand for ESG32 cited
    • 2023Environmental, social, governance risk versus cooperation models between financial institutions and businesses. Sectoral approach and ESG risk analysis30 cited