ESG factors and risk-adjusted performance: a new quantitative model

By N. C. Ashwin Kumar, Camille K Smith, L. Badis, Nan-Yu Wang, Paz Ambrosy, Rodrigo Tavares. 2016

185 citations recorded by the source corpus.

Subfields: Finance, Marketing, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/52c8d491e36a5b7eb2b5f2297f45166f74af349e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Elena Escrig-Olmedo
2. Lei Ruan
3. Heng Liu

In Marketing

1. Lei Ruan
2. Heng Liu

In Strategy and Management

1. Elena Escrig-Olmedo
2. M. Folque
3. Lei Ruan
4. Teresa Corzo Santamaría
5. Heng Liu

Citations in the corpus

• Sustainable development and financial system: IntegratingESGrisks through sustainable investment strategies in a climate change context (2021, methodology): “Ashwin Kumar et al. (2016) study the correlation between ESG performance, and stock returns volatility to find that integrating ESG factors into the”
• Environmental, Social, Governance Activities and Firm Performance: Evidence from China (2021, result): “found that compared with competitors in the same industry, the stock returns of companies that incorporate ESG factors have less volatility [29].”