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Scopes of carbon emissions and their impact on green portfolios
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Scopes of carbon emissions and their impact on green portfolios (2022)Scopes of carbon emissions and their impa…Dissecting green returns (2022)Dissecting green returnsThe Big Three and corporate carbon emissions around the world (2021)The Big Three and corporate c…Sustainable investing with ESG rating uncertainty (2021)Sustainable investing with ES…A review of trends and drivers of greenhouse gas emissions by sector from 1990 to 2018 (2021)A review of trends and driver…Sustainable investing in equilibrium (2020)Sustainable investing in equi…Divergent ESG Ratings (2020)Divergent ESG RatingsCorporate carbon performance data: Quo vadis? (2020)Corporate carbon performance …Responsible Investing: The ESG-Efficient Frontier (2019)Responsible Investing: The ES…Aggregate Confusion: The Divergence of ESG Ratings (2019)Aggregate Confusion: The Dive…Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Do Investors Value Sustainabi…A five-factor asset pricing model (2014)A five-factor asset pricing m…Reducing greenhouse gas emissions through operations and supply chain management (2012)Reducing greenhouse gas emiss…Hedge fund leverage (2011)Hedge fund leverageRobust performance hypothesis testing with the Sharpe ratio (2008)Robust performance hypothesis…Equity Portfolio Diversification (2008)Equity Portfolio Diversificat…Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Risk Reduction in Large Portf…Online public opinion attention, digital transformation, and green investment: A deep learning model based on artificial intelligence (2024)Online public opinion attenti…Scope 3 emissions: Data quality and machine learning prediction accuracy (2023)Scope 3 emissions: Data quali…PORTFOLIO SELECTION* (1952)A Simplified Model for Portfolio Analysis (1963)Common risk factors in the returns on stocks and bonds (1993)Honey, I Shrunk the Sample Covariance Matrix (2004)Chapter 4 Forecast Combinations (2006)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)Corporate Governance and Equity Prices (2003)Liquidity Risk and Expected Stock Returns (2003)Firm‐Level Climate Change Exposure (2023)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Deep learning-based feature engineering for stock price movement prediction (2018)Financial time series forecasting with multi-modality graph neural network (2021)Availability: A heuristic for judging frequency and probability (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Industry costs of equity (1997)Just How Much Do Individual Investors Lose by Trading? (2008)Presidential Address: The Cost of Active Investing (2008)The Behavior of Individual Investors (2013)Advances in prospect theory: Cumulative representation of uncertainty (1992)Does Doing Good Always Lead to Doing Better? Consumer Reactions to Corporate Social Responsibility (2001)Risk as feelings. (2001)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash (2020)Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Individual and Corporate Social Responsibility (2009)Technology and Global Change (1998)A global review of energy consumption, CO 2 emissions and policy in the residential sector (with an overview of the top ten CO 2 emitting countries) (2014)Circular Economy Rebound (2017)Evidence of decoupling consumption-based CO2 emissions from economic growth (2021)Emissions Trends and Drivers (2023)Greenhouse gas emissions and reduction strategies for the world's largest greenhouse gas emitters (2024)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)ESG Rating Disagreement and Stock Returns (2021)Environmental, Social, and Governance (ESG) disclosure: A literature review (2022)Editor's Choice Digesting Anomalies: An Investment ApproachCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Do Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)Are Carbon Emissions Associated with Stock Returns? (2023)Dissecting climate risks: Are they reflected in stock prices? (2023)Presidential Address: Sustainable Finance and ESG Issues— Value versus Values (2023)
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References

  • 2014A five-factor asset pricing model7,841 cited
  • 2020Sustainable investing in equilibrium2,229 cited
  • 2019Responsible Investing: The ESG-Efficient Frontier2,100 cited
  • 2017Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows1,602 cited
  • 2003Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps1,471 cited
  • 2021Sustainable investing with ESG rating uncertainty1,340 cited
  • 2008Equity Portfolio Diversification1,221 cited
  • 2021A review of trends and drivers of greenhouse gas emissions by sector from 1990 to 20181,188 cited
  • 2022Dissecting green returns1,129 cited
  • 2008Robust performance hypothesis testing with the Sharpe ratio946 cited
  • 2021The Big Three and corporate carbon emissions around the world613 cited
  • 2019Aggregate Confusion: The Divergence of ESG Ratings566 cited
  • 2020Divergent ESG Ratings384 cited
  • 2012Reducing greenhouse gas emissions through operations and supply chain management301 cited
  • 2011Hedge fund leverage295 cited
  • 2020Corporate carbon performance data: Quo vadis?

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284 cited

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  • 2023Scope 3 emissions: Data quality and machine learning prediction accuracy54 cited
  • 2024Online public opinion attention, digital transformation, and green investment: A deep learning model based on artificial intelligence33 cited