This study adds to the literature on sustainable investment performance by assessing the
risk-adjusted returns of ESG ETFs before and during the COVID-19 market crash. Employing …

With the increasing attention to sustainable development, environmental, social, and
corporate governance (ESG) investment has become an important vehicle for achieving …

Purpose The aim of this paper is to study whether adoption of sustainability policies by firms
makes their stock market performance resilient to the downside risk during the crisis period …

This study examines the performance of 49 so-called ESG ETFs in the UK. These funds
apply environmental, social and governance criteria in their investing strategies. Raw and …

Despite the growing interest in various topics related to sustainable (ESG) investing, some
issues remain understudied, such as the determinants of their utilization at the macro level …

This study investigates the impact of a company's environmental, social, and governance
(ESG) activities on its financial performance. The COVID‐19 pandemic has caused …

This paper empirically studies the financial performance of energy asset allocation
strategies under green and brown preferences. We assume that green investors and …

Sustainable investing has recently gained traction throughout the world. This trend has
multiple sources, which span from genuine ethical concerns to hopes of performance …

This paper examines the risk-return correspondence of ESG investing strategy through
turmoil induced by the COVID-19 pandemic. The ESG segment demonstrates growth in the …

Efficiency of SRI portfolios is commonly assessed based on an inconclusive risk-return ratio.
We propose to approach the efficiency of portfolios with the notion of instability. Unstable …