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Robust enhanced indexation with ESG: An empirical study in the Chinese Stock Market
16 references·1 citing·35 second hop
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
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  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
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  • 2010Theory and Applications of Robust Optimization2,515 cited
  • 2019Responsible Investing: The ESG-Efficient Frontier2,100 cited
  • 2015Do ratings of firms converge? Implications for managers, investors and strategy researchers1,276 cited
  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
  • 2007Mutual Fund Attributes and Investor Behavior765 cited
  • 1992A Mean/Variance Analysis of Tracking Error747 cited
  • 2015ESG Integration and the Investment Management Process: Fundamental Investing Reinvented703 cited
  • 2017Every Little Helps? ESG News and Stock Market Reaction608 cited

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  • 2019Aggregate Confusion: The Divergence of ESG Ratings566 cited
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    • 2023Sustainable investment under ESG volatility and ambiguity33 cited