Do Socially Responsible Investment Policies Add or Destroy European Stock Portfolio Value?

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Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings (2019, unknown): “2006; Mollet and Ziegler 2014; Auer 2016; Auer and Schuhmacher 2016 and Barth et al.”
Fossil Fuel Divestment and Portfolio Performance (2018, methodology): “The significance of differences in Sharpe ratios is tested using the robust Ledoit and Wolf (2008) test, as in related studies (Auer, 2016; Lobe and Walkshäusl, 2016), next to the standard Jobson-Korkie (1981) test corrected by Memmel (2003).”
Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic (2020, unknown): “However, as can also be seen, this overperformance was already observed prior to COVID-19, and several studies have documented this phenomenon (see, e.g., Kempf & Osthoff 2007; Auer 2016).”
ESG controversies and controversial ESG: about silent saints and small sinners (2020, background): “The hypothesis of a positive relationship between the CSP and the CFP of a company (see, e.g., Kempf and Osthoff 2007) could only partly be confirmed.”