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Environmental, Social and Governance Risk: a new measure for funds portfolios

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  • Paolo Capelli

    (Etica Sgr)

Abstract

Esg risk derives from factors related to environmental, social and governance issues, which have impact on performances of a mutual fund. Unfortunately, the literature has not addressed the definition of a satisfactory measure of this risk. It is therefore necessary to study an innovative and rigorous approach in the construction of funds' portfolios, in order to improve the financial risk monitoring

Suggested Citation

  • Paolo Capelli, 2016. "Environmental, Social and Governance Risk: a new measure for funds portfolios," BANCARIA, Bancaria Editrice, vol. 10, pages 60-63, October.
    • Handle: RePEc:ban:bancar:v:10:y:2016:m:october:p:60-63
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    File URL: http://www.bancaria.it/en/environmental-social-and-governance-risk-a-new-measure-for-funds-portfolios
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    Cited by:

    1. Capelli, Paolo & Ielasi, Federica & Russo, Angeloantonio, 2023. "Integrating ESG risks into value-at-risk," Finance Research Letters, Elsevier, vol. 55(PA).

    More about this item

    JEL classification:

    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    • M14 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Corporate Culture; Diversity; Social Responsibility

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