IDEAS home Printed from https://ideas.repec.org/r/wly/corsem/v28y2021i5p1446-1455.html

The level of sustainability and mutual fund performance in Europe: An empirical analysis using ESG ratings

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Wang, Hu, 2024. "ESG investment preference and fund vulnerability," International Review of Financial Analysis, Elsevier, vol. 91(C).
  2. Christian Lohmann & Steffen Möllenhoff & Sebastian Lehner, 2026. "ESG Rating Disagreement and the Size of the Investable Universe Under ESG Consensus Rules," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 33(2), pages 2649-2664, March.
  3. Alexandre Momparler & Pedro Carmona & Francisco Climent, 2025. "Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1617-1642, March.
  4. Irene Bengo & Leonardo Boni & Alessandro Sancino, 2022. "EU financial regulations and social impact measurement practices: A comprehensive framework on finance for sustainable development," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(4), pages 809-819, July.
  5. Fabio Pisani & Giorgia Russo, 2021. "Sustainable Finance and COVID-19: The Reaction of ESG Funds to the 2020 Crisis," Sustainability, MDPI, vol. 13(23), pages 1-18, November.
  6. Bernardo León‐Camacho & Javier Perote & Andrés Mora‐Valencia & Carlos Andrés Zapata‐Quimbayo, 2025. "ESG Portfolio Optimization: The Relevance of Higher Order Moments," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 32(6), pages 8161-8181, November.
  7. Sheeba Kapil & Vrinda Rawal, 2023. "Sustainable investment and environmental, social, and governance investing: A bibliometric and systematic literature review," Business Ethics, the Environment & Responsibility, John Wiley & Sons, Ltd., vol. 32(4), pages 1429-1451, October.
  8. Anna Rita Dipierro & Fernando Jimenéz Barrionuevo & Pierluigi Toma, 2025. "Predicting ESG Controversies in Banks Using Machine Learning Techniques," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 32(3), pages 3525-3544, May.
  9. Supatgiat, Chonawee & Phiromswad, Piyachart & Sahin, Olgun Fuat & Sarajoti, Pattarake, 2025. "Investigating the impact of ESG ratings on ETF performance during market disruptions: Evidence from the COVID-19 pandemic and Russian (full-scale) invasion of Ukraine," Research in International Business and Finance, Elsevier, vol. 77(PA).
  10. Jorge Antunes & Peter Wanke & Thiago Fonseca & Yong Tan, 2023. "Do ESG Risk Scores Influence Financial Distress? Evidence from a Dynamic NDEA Approach," Sustainability, MDPI, vol. 15(9), pages 1-32, May.
  11. Jan Heldmann & Thomas Brückner & Huong Dieu Dang, 2025. "Financial returns of going green: evidence from MSCI indices," Journal of Asset Management, Palgrave Macmillan, vol. 26(7), pages 768-787, December.
  12. Zhang, Ping & Ma, Binbin & Chi, Chuenyu, 2025. "Institutional investors and ESG performance: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 86(C), pages 1159-1181.
  13. Xiao Guo & Pengfei Cheng & Baekryul Choi, 2024. "Impact of corporate environmental uncertainty on environmental, social, and governance performance: The role of government, investors, and geopolitical risk," PLOS ONE, Public Library of Science, vol. 19(8), pages 1-19, August.
  14. Agnessa O. Inshakova & Anastasia A. Sozinova & Tatiana N. Litvinova, 2021. "Corporate Fight against the COVID-19 Risks Based on Technologies of Industry 4.0 as a New Direction of Social Responsibility," Risks, MDPI, vol. 9(12), pages 1-11, November.
  15. Ye Lim Jung & Hyoung Sun Yoo, 2023. "Environmental, social, and governance activities and firm performance: Global evidence and the moderating effect of market competition," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(6), pages 2830-2839, November.
  16. Ling, Aifan & Li, Junxue & Wen, Limin & Zhang, Yi, 2023. "When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?," Economic Modelling, Elsevier, vol. 125(C).
  17. Tingwei Chen & Feng Yang & Zongbin Zhang, 2025. "Environmental, Social and Governance Performance: Can It Resolve Enterprises Overcapacity?," SAGE Open, , vol. 15(3), pages 21582440251, July.
  18. Zhang, Mengdi & He, Shulin & Wang, Pang Paul & Zhao, Zhiheng & Wang, Shuaian & Huang, George Q., 2025. "Channel structures and ESG initiatives for logistics service providers," Transport Policy, Elsevier, vol. 166(C), pages 18-31.
  19. Jun Cui, 2025. "Entrepreneurial Motivations and ESG Performance Evidence from Automobile Companies Listed on the Chinese Stock Exchange," Papers 2503.21828, arXiv.org.
  20. Pierdomenico Duttilo & Stefano Antonio Gattone & Barbara Iannone, 2024. "Mixtures of generalized normal distributions and EGARCH models to analyse returns and volatility of ESG and traditional investments," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(4), pages 755-775, December.
  21. Davide Lauria & W. Brent Lindquist & Stefan Mittnik & Svetlozar T. Rachev, 2022. "ESG-Valued Portfolio Optimization and Dynamic Asset Pricing," Papers 2206.02854, arXiv.org.
  22. Paola Fandella & Bruno S. Sergi & Emiliano Sironi, 2023. "Corporate social responsibility performance and the cost of capital in BRICS countries. The problem of selectivity using environmental, social and governance scores," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(4), pages 1712-1722, July.
  23. Papathanasiou, Spyros & Koutsokostas, Drosos, 2024. "Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds," Finance Research Letters, Elsevier, vol. 62(PA).
  24. Robert Engle & Marina Brogi & Nicola Cucari & Valentina Lagasio, 2021. "Environmental, Social, Governance: Implications for businesses and effects for stakeholders," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1423-1425, September.
  25. Thu Huong Tran & Wen‐Min Lu & Irene Wei Kiong Ting & Hsueh‐Li ( Shirley) Huang & Muhammad Ashraf Fauzi, 2024. "Examining the impact of board gender diversity and regional differentiation in the ESG‐corporate performance nexus: Evidence from financial service industry," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 45(6), pages 4105-4124, September.
  26. Wen‐Min Lu & Qian Long Kweh & Thu‐Thao Le, 2026. "Corporate Social Responsibility and Enterprise Efficiency of Multinational Semiconductor Enterprises: Moderating Effect of National Governance Quality Under Long‐Term Orientation Perspective," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 33(1), pages 961-985, January.
  27. Zanin, Luca, 2023. "A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
  28. repec:osf:socarx:2f9da_v1 is not listed on IDEAS
  29. Chunya Ren & Irene Wei Kiong Ting & Wen‐Min Lu & Qian Long Kweh, 2022. "Nonlinear effects of ESG on energy‐adjusted firm efficiency: Evidence from the stakeholder engagement of apple incorporated," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(5), pages 1231-1246, September.
  30. Elisabet Gómez‐González & Elisa Isabel Cano‐Montero & Jesús Fernando Santos‐Peñalver & Julián Chamizo‐González, 2025. "Disclosure and transparency of sustainability information in Spanish social enterprises: An empirical study of audited special employment centers," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 32(1), pages 291-307, January.
  31. Weian Li & Yupei Liu & Lixiang Wang, 2024. "Moral mentor of the company? Multifaceted influence of sustainable and responsible funds on corporate social responsibility disclosure in China," Asia Pacific Journal of Management, Springer, vol. 41(4), pages 2213-2249, December.
  32. Díaz, Antonio & Escribano, Ana & Esparcia, Carlos, 2024. "Sustainable risk preferences on asset allocation: a higher order optimal portfolio study," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.