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The Impact of ESG Scores on Risk Market Performance
16 references·1 citing·42 second hop
The Impact of ESG Scores on Risk Market Performance (2023)The Impact of ESG Scores on Risk Market P…Sustainable development, ESG performance and company market value: Mediating effect of financial performance (2022)Sustainable development, ESG …Impact of ESG performance on firm value and profitability (2022)Impact of ESG performance on …Does ESG performance have an impact on financial performance? Evidence from Germany (2017)Does ESG performance have an …ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)ESG and financial performance…The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)The Impact of Corporate Susta…The Effect of Socially Responsible Investing on Portfolio Performance (2007)The Effect of Socially Respon…The Eco-Efficiency Premium Puzzle (2005)The Eco-Efficiency Premium Pu…CAViaR (2004)CAViaROn the coherence of expected shortfall (2002)On the coherence of expected …Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach (2000)Estimation of tail-related ri…Coherent Measures of Risk (1999)Coherent Measures of RiskEvaluating Interval Forecasts (1998)Evaluating Interval ForecastsTechniques for Verifying the Accuracy of Risk Measurement Models (1995)Techniques for Verifying the …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Mutual Fund Performance (1966)Mutual Fund PerformanceESG disclosure and firm performance in global south economy: Does industry profile and board independence moderate the relationship (2025)ESG disclosure and firm perfo…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Comparing Predictive Accuracy (1994)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)CoVaR (2016)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)ARCH modeling in finance (1992)Modelling of extremal events in insurance and finance (1994)Value-at-Risk Prediction: A Comparison of Alternative Strategies (2005)Tails, Fears, and Risk Premia (2011)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Why Does Stock Market Volatility Change Over Time? (1989)Measuring and Testing the Impact of News on Volatility (1993)GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)A power primer. (1992)On Persistence in Mutual Fund Performance (1997)G*Power 3: A flexible statistical power analysis program for the social, behavioral, and biomedical sciences (2007)Environmental, Social and Governance (ESG) Scores and Financial Performance of Multilatinas: Moderating Effects of Geographic International Diversification and Financial Slack (2019)The Influence of Firm Size on the ESG Score: Corporate Sustainability Ratings Under Review (2019)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Dynamic capabilities and strategic management (1997)The Social Responsibility of Business Is to Increase Its Profits (2007)Corporate Sustainability: First Evidence on Materiality (2016)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2017)Corporate green bonds (2021)PORTFOLIO SELECTION* (1952)Optimization of conditional value-at-risk (2000)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Financial Network Systemic Risk Contributions (2014)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 2015ESG and financial performance: aggregated evidence from more than 2000 empirical studies4,715 cited
  • 2014The Impact of Corporate Sustainability on Organizational Processes and Performance4,060 cited
  • 1966Mutual Fund Performance3,932 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited
  • 2004CAViaR2,210 cited
  • 2000Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach1,732 cited
  • 2002On the coherence of expected shortfall1,596 cited
  • 2017Does ESG performance have an impact on financial performance? Evidence from Germany979 cited
  • 2005The Eco-Efficiency Premium Puzzle963 cited
  • 2022Sustainable development, ESG performance and company market value: Mediating effect of financial performance912 cited
  • 2007The Effect of Socially Responsible Investing on Portfolio Performance851 cited

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  • 2022Impact of ESG performance on firm value and profitability838 cited
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    • 2025ESG disclosure and firm performance in global south economy: Does industry profile and board independence moderate the relationship35 cited