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Risk-return performance of optimized ESG equity portfolios in the NYSE

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Cited by:

  1. repec:fst:rfsisf:v:7:y:2022:i:13:p:174-181 is not listed on IDEAS
  2. Merladet, Jorge & Lumbreras, Sara & Ramos, Andrés, 2025. "The resilient power of CSR: Sustained risk reduction despite widespread ESG adoption," Finance Research Letters, Elsevier, vol. 79(C).
  3. Xu, Siyun & Bai, Xiaodong & Chen, Xia, 2025. "Corporate environmental, social, and governance performance, investor attention, and corporate development capability—An empirical examination based on moderating and threshold effects," International Review of Financial Analysis, Elsevier, vol. 102(C).
  4. Zhang, Jitao & Yang, Yongliang, 2023. "Can environmental disclosure improve price efficiency? The perspective of price delay," Finance Research Letters, Elsevier, vol. 52(C).
  5. Guerrero-Escobar, Santiago & Hernández-del-Valle, Gerardo & Hernández-Vega, Marco, 2025. "The stock market effects of committing and setting GHG targets: evidence from the science-based targets initiative," Global Finance Journal, Elsevier, vol. 67(C).
  6. Kudryashov, Alexander, 2023. "ESG Transformation: A Roadmap for Russia’s Sustainable Development /– Tallinn : OPEN EUROPEAN ACADEMY OF PUBLIC SCIENCES OÜ, 2023," OSF Preprints 6j8ux, Center for Open Science.
  7. Zeng, Qingduo & Xu, Yang & Hao, Mengshu & Gao, Meiqi, 2025. "ESG rating disagreement, volatility, and stock returns," Finance Research Letters, Elsevier, vol. 72(C).
  8. Tatarnikova, Olga & Duchêne, Sébastien & Sentis, Patrick & Willinger, Marc, 2023. "Portfolio instability and socially responsible investment: Experiments with financial professionals and students," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
  9. repec:osf:osfxxx:6j8ux_v1 is not listed on IDEAS
  10. Assaf, Ata & Klotzle, Marcelo Cabus & Palazzi, Rafael Baptista & Demir, Ender, 2025. "Connectedness across environmental, social, and governance (ESG) indices: evidence from emerging markets," Research in International Business and Finance, Elsevier, vol. 73(PA).
  11. repec:fst:rfsisf:v:13:y:2022:i:13:p:174-181 is not listed on IDEAS
  12. Van Wallendael, Larry & Vanneste, Line & Zhang, Yanyi & Stevens, Alexander & De Smedt, Johannes, 2026. "Mitigating downside risk: ESG integration in portfolio construction with stock preselection using machine learning and mean-CVaR optimization," The Quarterly Review of Economics and Finance, Elsevier, vol. 106(C).
  13. Andrejs Čirjevskis, 2025. "Exploring Parallel Compound Real Options in MNCs International Transactions," JRFM, MDPI, vol. 18(3), pages 1-21, March.
  14. Carta, Nicola & Carta, Matteo & Rigoni, Ugo, 2024. "The countdown to carbon neutrality: Implications for passive investors," Economics Letters, Elsevier, vol. 244(C).
  15. Sebastian Utz & Ralph E. Steuer, 2025. "Empirical analysis of the trade-offs among risk, return, and climate risk in multi-criteria portfolio optimization," Annals of Operations Research, Springer, vol. 353(1), pages 53-76, October.
  16. Simona Cosma & Paolo Cucurachi & Vincenzo Gentile & Giuseppe Rimo, 2024. "Sustainable finance disclosure regulation insights: Unveiling socially responsible funds performance during COVID‐19 pandemic and Russia–Ukraine war," Business Strategy and the Environment, Wiley Blackwell, vol. 33(4), pages 3242-3257, May.
  17. Gong, Xiaomin & Xie, Fei & Zhou, Zhongsheng & Zhang, Chenyang, 2024. "The enhanced benefits of ESG in portfolios: A multi-factor model perspective based on LightGBM," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  18. David Buckle, 2023. "The futility of measuring relative performance of ESG portfolios if ESG investing improves the market performance," Journal of Asset Management, Palgrave Macmillan, vol. 24(7), pages 601-607, December.
  19. Li, WeiWei & Padmanabhan, Prasad & Huang, Chia-Hsing, 2024. "ESG and debt structure: Is the nature of this relationship nonlinear?," International Review of Financial Analysis, Elsevier, vol. 91(C).
  20. Laurentiu Paul Baranga & Elena-Ioana Tanea, 2022. "Introducing the ESG reporting - benefits and challenges," Journal of Financial Studies, Institute of Financial Studies, vol. 13(7), pages 174-181, November.
  21. Chang, Hao-Wen & Chi, Pei-Yu & Lin, Chin-Ho, 2025. "Superiority of ESG-oriented portfolios in Taiwan stock market: Quantile-on-quantile with GARCH approach," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
  22. Mounir, Amine, 2025. "Curvature and the mean-variance-ESG frontier: A new measure of risk-return-ESG trade-offs," Finance Research Letters, Elsevier, vol. 74(C).
  23. Kumar Manaswi & Archana Singh & Vikas Gupta, 2023. "Building a Better Future with Sustainable Investments: Insights from Recent Research," Indian Journal of Human Development, , vol. 17(2), pages 320-343, August.
  24. Capelli, Paolo & Ielasi, Federica & Russo, Angeloantonio, 2024. "Measuring ESG risks in multi-asset portfolios: Decomposing VaRESG into CVaRESG," Finance Research Letters, Elsevier, vol. 66(C).
  25. Capelli, Paolo & Ielasi, Federica & Russo, Angeloantonio, 2023. "Integrating ESG risks into value-at-risk," Finance Research Letters, Elsevier, vol. 55(PA).
  26. MCarmen Martínez‐Victoria & Alfons Oude Lansink, 2024. "Risk and return efficiency of manufacturing firms: Integrating corporate social responsibility performance," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 31(5), pages 3735-3744, September.
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