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Robust enhanced indexation with ESG: An empirical study in the Chinese Stock Market · Study

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ArticleRobust enhanced indexation with ESG: An empirical study in the Chinese Stock Market

Xuepeng Li2021

Article2021

Robust enhanced indexation with ESG: An empirical study in the Chinese Stock Market

Xuepeng Li · Fengmin Xu · Kui Jing

45 citations·0/0 files stored·Economic Modelling

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Sustainable Finance and Green Bonds Corporate Social Responsibility Reporting Risk and Portfolio Optimization

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References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1970Efficient Capital Markets: A Review of Theory and Empirical Work 1952PORTFOLIO SELECTION*2014A five-factor asset pricing model 2015ESG and financial performance: aggregated evidence from more than 2000 empirical studies 2010Theory and Applications of Robust Optimization

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2023Sustainable investment under ESG volatility and ambiguity

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Details

Year2021

Typearticle

Published2021-12-06

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations45

Files0 public / 0

ShelfSustainable Finance and Green Bonds

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doi10.1016/j.econmod.2021.105711

openalex_workW4200323447

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