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Is there a relationship between Morningstar’s ESG ratings and mutual fund performance?
14 references·8 citing·49 second hop
Is there a relationship between Morningstar’s ESG ratings and mutual fund performance? (2019)Is there a relationship between Morningst…Performance Assessment of Firms Following Sustainalytics ESG Principles (2019)Performance Assessment of Fir…Aggregate Confusion: The Divergence of ESG Ratings (2019)Aggregate Confusion: The Dive…Is ESG a systematic risk factor for US equity mutual funds? (2017)Is ESG a systematic risk fact…ESG for All? The Impact of ESG Screening on Return, Risk, and Diversification (2016)ESG for All? The Impact of ES…ESG factors and risk-adjusted performance: a new quantitative model (2016)ESG factors and risk-adjusted…Empirical study on relationship between corporate social responsibility and financial performance in Korea (2016)Empirical study on relationsh…ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)ESG and financial performance…Socially responsible funds and market crises (2014)Socially responsible funds an…From the Stockholder to the Stakeholder: How Sustainability Can Drive Financial Outperformance (2014)From the Stockholder to the S…Sustainable Investing: Establishing Long-Term Value and Performance (2013)Sustainable Investing: Establ…The Worth of Values – A Literature Review on the Relation Between Corporate Social and Financial Performance (2008)The Worth of Values – A Liter…Mutual Fund Survivorship (2002)Mutual Fund SurvivorshipSurvivor Bias and Mutual Fund Performance (1996)Survivor Bias and Mutual Fund…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds (2024)Sustainability ratings and fu…Green Innovation and the ESG Disconnect: Evidence from Green Patenting in the Construction Industry in China (2024)Green Innovation and the ESG …Enterprise risk management and firm performance: The mediating role of corporate social responsibility in the European Union region (2024)Enterprise risk management an…Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning (2024)Catalyzing Sustainable Invest…The effect of climate disclosure on stock market performance: Evidence from Norway (2022)The effect of climate disclos…ESG ratings: an industry in need of a major overhaul (2022)ESG ratings: an industry in n…Effects of ESG Activity Recognition Factors on Innovative Organization Culture, Job Crafting, and Job Performance (2022)Effects of ESG Activity Recog…An industry-guided review of responsible investing: Bridging the divide between academia and industry (2022)An industry-guided review of …An Empirical Evaluation of Accounting Income Numbers (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Modern Portfolio Theory and Investment Analysis. 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this work references cited by second hop

References

  • 2015ESG and financial performance: aggregated evidence from more than 2000 empirical studies4,715 cited
  • 2008The Worth of Values – A Literature Review on the Relation Between Corporate Social and Financial Performance1,130 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 2014From the Stockholder to the Stakeholder: How Sustainability Can Drive Financial Outperformance691 cited
  • 2014Socially responsible funds and market crises647 cited
  • 1996Survivor Bias and Mutual Fund Performance599 cited
  • 2019Aggregate Confusion: The Divergence of ESG Ratings566 cited
  • 2016ESG for All? The Impact of ESG Screening on Return, Risk, and Diversification297 cited
  • 2002Mutual Fund Survivorship269 cited
  • 2016Empirical study on relationship between corporate social responsibility and financial performance in Korea269 cited
  • 2016ESG factors and risk-adjusted performance: a new quantitative model237 cited
  • 2013Sustainable Investing: Establishing Long-Term Value and Performance201 cited
  • 2017Is ESG a systematic risk factor for US equity mutual funds?69 cited
  • 2019Performance Assessment of Firms Following Sustainalytics ESG Principles65 cited

Cited by

  • 2022

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ESG ratings: an industry in need of a major overhaul
45 cited
  • 2022An industry-guided review of responsible investing: Bridging the divide between academia and industry36 cited
  • 2024Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds31 cited
  • 2024Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning28 cited
  • 2022Effects of ESG Activity Recognition Factors on Innovative Organization Culture, Job Crafting, and Job Performance24 cited
  • 2022The effect of climate disclosure on stock market performance: Evidence from Norway23 cited
  • 2024Enterprise risk management and firm performance: The mediating role of corporate social responsibility in the European Union region16 cited
  • 2024Green Innovation and the ESG Disconnect: Evidence from Green Patenting in the Construction Industry in China13 cited