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Does ESG Impact Really Enhance Portfolio Profitability?

Citations

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Cited by:

  1. Wang, Xiaoyuan & Wang, Jiahaoran & Guan, Weimin & Taghizadeh-Hesary, Farhad, 2023. "Role of ESG investments in achieving COP-26 targets," Energy Economics, Elsevier, vol. 123(C).
  2. Francesco Cesarone & Raffaello Cesetti & Giuseppe Orlando & Manuel Luis Martino & Jacopo Maria Ricci, 2022. "Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution," Mathematics, MDPI, vol. 11(1), pages 1-20, December.
  3. Sofia Baiocco, 2026. "Advancing Sustainable Portfolio Selection: Insights From a Structured Literature Review," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 33(2), pages 2971-2997, March.
  4. Ana Gabriela Ramirez & Julián Monsalve & Juan David González-Ruiz & Paula Almonacid & Alejandro Peña, 2022. "Relationship between the Cost of Capital and Environmental, Social, and Governance Scores: Evidence from Latin America," Sustainability, MDPI, vol. 14(9), pages 1-15, April.
  5. Garcia-Bernabeu, Ana & Hilario-Caballero, Adolfo & Tardella, Fabio & Pla-Santamaria, David, 2024. "ESG integration in portfolio selection: A robust preference-based multicriteria approach," Operations Research Perspectives, Elsevier, vol. 12(C).
  6. Sabri Boubaker & Tu D. Q. Le & Riadh Manita & Thanh Ngo, 2025. "The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis," Annals of Operations Research, Springer, vol. 347(1), pages 717-741, April.
  7. Cesarone, Francesco & Puerto, Justo, 2025. "Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization," European Journal of Operational Research, Elsevier, vol. 323(2), pages 657-670.
  8. Bertelli, Beatrice & Torricelli, Costanza, 2025. "Sustainable optimal stock portfolios: What relationship between sustainability and performance?," European Journal of Operational Research, Elsevier, vol. 323(1), pages 323-340.
  9. Obey Dzomonda, 2022. "Environmental Sustainability Commitment and Access to Finance by Small and Medium Enterprises: The Role of Financial Performance and Corporate Governance," Sustainability, MDPI, vol. 14(14), pages 1-20, July.
  10. Lu, Chia-Wu & Wu, Hsueh-Ling & Su, Yu-Hsuan, 2024. "The icing on the cake: ESG effect on the quality factor portfolios," Finance Research Letters, Elsevier, vol. 70(C).
  11. repec:bcp:journl:v:7:y:2023:i:7:p:594-613 is not listed on IDEAS
  12. Lo, Huai-Wei & Lin, Sheng-Wei, 2023. "Identifying ESG investment key indicators and selecting investment trust companies by using a Z-fuzzy-based decision-making model," Socio-Economic Planning Sciences, Elsevier, vol. 90(C).
  13. Hassan Oukhouya & Afaf El Rhiouane & Raby Guerbaz & Tarek Zari & Khalid El Himdi, 2025. "Balancing Returns and Responsibility: Markowitz Optimization for ESG-Integrated Portfolios in Morocco," Computational Economics, Springer;Society for Computational Economics, vol. 66(5), pages 4219-4244, November.
  14. El Rhiouane, Afaf & Oukhouya, Hassan & Guerbaz, Raby & Belkhoutout, Khalid & Lmakri, Aziz & Fihri, Mohamed & El Afia, Abdellatif, 2025. "Integrating ESG criteria in portfolio optimization: A Moroccan case study using Markowitz’s theory and correlation network analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 667(C).
  15. Davide Lauria & W. Brent Lindquist & Stefan Mittnik & Svetlozar T. Rachev, 2022. "ESG-Valued Portfolio Optimization and Dynamic Asset Pricing," Papers 2206.02854, arXiv.org.
  16. Guo, Kun & Li, Yichong & Zhang, Yunhan & Chen, Yingtong & Ma, Yanran, 2024. "Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  17. Hitaj, Asmerilda & Mastrogiacomo, Elisa & Molho, Elena, 2026. "Robust bi-objective mean-CVaR portfolio selection: Applications to energy sector," Omega, Elsevier, vol. 138(C).
  18. Cesarone, F. & Corradini, M. & Lampariello, L. & Riccioni, J., 2026. "A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach," European Journal of Operational Research, Elsevier, vol. 330(2), pages 687-699.
  19. Lu, Xiaomeng & Zhang, Xianjun & Guo, Fusen & Li, Feng, 2024. "Evaluating ESG Investment Profitability: From the Perspective of Sophistication in Investment Decision-Making," Finance Research Letters, Elsevier, vol. 69(PA).
  20. Imma Lory Aprea & Gianni Bosi & Gabriele Sbaiz & Salvatore Scognamiglio, 2025. "Bi-Objective Portfolio Optimization Under ESG Volatility via a MOPSO-Deep Learning Algorithm," Mathematics, MDPI, vol. 13(20), pages 1-31, October.
  21. Francesco Cesarone & Massimiliano Corradini & Lorenzo Lampariello & Jessica Riccioni, 2023. "A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach," Papers 2312.10749, arXiv.org.
  22. Davoodi, Shayan & Fereydooni, Ali & Rastegar, Mohammad Ali, 2024. "Can portfolio construction considering ESG still gain high profits?," Research in International Business and Finance, Elsevier, vol. 67(PA).
  23. Francesco Cesarone & Manuel Luis Martino & Federica Ricca & Andrea Scozzari, 2023. "Managing ESG Ratings Disagreement in Sustainable Portfolio Selection," Papers 2312.10739, arXiv.org.
  24. 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).
  25. 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.
  26. Gabriele Torri & Rosella Giacometti & Darinka Dentcheva & Svetlozar T. Rachev & W. Brent Lindquist, 2023. "An Axiomatic Risk-Reward Framework for Sustainable Investing," Papers 2309.05866, arXiv.org, revised Feb 2026.
  27. Çağın Ararat & Francesco Cesarone & Mustafa Çelebi Pınar & Jacopo Maria Ricci, 2024. "MAD risk parity portfolios," Annals of Operations Research, Springer, vol. 336(1), pages 899-924, May.
  28. Luigi Aldieri & Alessandra Amendola & Vincenzo Candila, 2023. "The Impact of ESG Scores on Risk Market Performance," Sustainability, MDPI, vol. 15(9), pages 1-16, April.
  29. Diana Barro & Marco Corazza & Gianni Filograsso, 2025. "Tracking-Based Green Portfolio Optimization: Bridging Sustainability and Market Performance," Working Papers 2025: 21, Department of Economics, University of Venice "Ca' Foscari".
  30. Francesco Cesarone & Rosella Giacometti & Manuel Luis Martino & Fabio Tardella, 2023. "A return-diversification approach to portfolio selection," Papers 2312.09707, arXiv.org.
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