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Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects
16 references·0 citing·35 second hopsampled
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects (2021)Low carbon transition risk in mutual fund…The Importance of Climate Risks for Institutional Investors (2019)The Importance of Climate Ris…Why Do Investors Hold Socially Responsible Mutual Funds? (2017)Why Do Investors Hold Sociall…International tests of a five-factor asset pricing model (2016)International tests of a five…Carbon Risk, Carbon Risk Awareness and the Cost of Debt Financing (2016)Carbon Risk, Carbon Risk Awar…Active Ownership (2015)Active OwnershipA five-factor asset pricing model (2014)A five-factor asset pricing m…How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)Socially responsible investme…Unobserved Actions of Mutual Funds (2006)Unobserved Actions of Mutual …The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds (2002)The Determinants of the Flow …Conditional Skewness in Asset Pricing Tests (2000)Conditional Skewness in Asset…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Determinants of Firms' Hedging Policies (1985)The Determinants of Firms' He…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of the firm: Manageria…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A Survey of Corporate Governance (1997)Corporate social responsibility and stakeholder value maximization: Evidence from mergers (2013)Sustainable investing in equilibrium (2020)The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China (2020)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)On financial contracting (1979)Optimal capital structure under corporate and personal taxation (1980)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)Managerial incentives and risk-taking☆ (2005)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)The Nature of the Firm (1937)Separation of Ownership and Control (1983)Corporate financing and investment decisions when firms have information that investors do not have (1984)Law and Finance (1998)WHAT'S IN A NAME? REPUTATION BUILDING AND CORPORATE STRATEGY. (1990)The theory and practice of corporate finance: evidence from the field (2001)Do Investors Care about Carbon Risk? (2019)Corporate green bonds (2021)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Measuring skill in the mutual fund industry (2015)A Rational Theory of Mutual Funds' Attention Allocation (2016)Introductory Econometrics for Finance (2008)Multifactor Explanations of Asset Pricing Anomalies (1996)Do Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 1985The Determinants of Firms' Hedging Policies3,270 cited
  • 2019The Importance of Climate Risks for Institutional Investors3,012 cited
  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 2008Socially responsible investments: Institutional aspects, performance, and investor behavior1,756 cited
  • 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 cited
  • 2017Why Do Investors Hold Socially Responsible Mutual Funds?1,378 cited
  • 2015Active Ownership1,241 cited
  • 2016International tests of a five-factor asset pricing model930 cited
  • 2006Unobserved Actions of Mutual Funds830 cited
  • 2002The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds795 cited
  • 2016

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Carbon Risk, Carbon Risk Awareness and the Cost of Debt Financing
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