A Guide to ESG Portfolio Construction

被引:19
|
作者
Branch, Michael [1 ,2 ]
Goldberg, Lisa R. [1 ,3 ]
Hand, Pete [1 ]
机构
[1] Aperio Grp, Sausalito, CA 94965 USA
[2] Consortium Data Analyt Risk, Berkeley, CA USA
[3] Univ Calif Berkeley, Econ & Stat, Berkeley, CA 94720 USA
来源
JOURNAL OF PORTFOLIO MANAGEMENT | 2019年 / 45卷 / 04期
关键词
D O I
10.3905/jpm.2019.45.4.061
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
[No abstract available]
引用
收藏
页码:61 / 66
页数:6
相关论文
共 50 条
  • [1] Integrating ESG in Portfolio Construction
    Henriksson, Roy
    Livnat, Joshua
    Pfeifer, Patrick
    Stumpp, Margaret
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 2019, 45 (04): : 67 - 81
  • [2] On ESG Portfolio Construction: A Multi-Objective Optimization Approach
    Panos Xidonas
    Eric Essner
    [J]. Computational Economics, 2024, 63 : 21 - 45
  • [3] On ESG Portfolio Construction: A Multi-Objective Optimization Approach
    Xidonas, Panos
    Essner, Eric
    [J]. COMPUTATIONAL ECONOMICS, 2024, 63 (01) : 21 - 45
  • [4] Can portfolio construction considering ESG still gain high profits?
    Davoodi, Shayan
    Fereydooni, Ali
    Rastegar, Mohammad Ali
    [J]. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2024, 67
  • [5] Impact of ESG Objectives on a Portfolio
    Soupe, Francois
    Kovarcik, Guillaume
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 2024, 50 (06):
  • [6] ESG Disclosure and Portfolio Performance
    Bermejo Climent, Ramon
    Figuerola-Ferretti Garrigues, Isabel
    Paraskevopoulos, Ioannis
    Santos, Alvaro
    [J]. RISKS, 2021, 9 (10)
  • [7] Is Investment Portfolio Construction Sustainable in the Circular Economy Paradigm-The Case of ESG Investment?
    Iliev, Nikola
    Marinov, Marin
    Milinov, Valentin
    Petrova, Mariana
    [J]. CIRCULAR BUSINESS MANAGEMENT IN SUSTAINABILITY, 2023, : 15 - 42
  • [8] Is the ESG portfolio less turbulent than a market benchmark portfolio?
    Ouchen, Abdessamad
    [J]. RISK MANAGEMENT-AN INTERNATIONAL JOURNAL, 2022, 24 (01): : 1 - 33
  • [9] Is the ESG portfolio less turbulent than a market benchmark portfolio?
    Abdessamad Ouchen
    [J]. Risk Management, 2022, 24 : 1 - 33
  • [10] Portfolio construction incorporating asymmetric dependence structures: a user's guide
    Hatherley, Anthony
    Alcock, Jamie
    [J]. ACCOUNTING AND FINANCE, 2007, 47 (03): : 447 - 472