Modelling Sustainable Investing in the CAPM
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References listed on IDEAS
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2022.
"Dissecting green returns,"
Journal of Financial Economics, Elsevier, vol. 146(2), pages 403-424.
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- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2022. "Dissecting Green Returns," CEPR Discussion Papers 16260, C.E.P.R. Discussion Papers.
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More about this item
Keywords
Large Sustainable Investing; ESG rating; CAPM; Growth Channel; Reform Channel; Cost of Capital;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENV-2024-05-13 (Environmental Economics)
- NEP-FMK-2024-05-13 (Financial Markets)
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