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Papers on “ESG investing financial performance returns”

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  2. ESG performance, herding behavior and stock market returns: evidence from Europe

    Nektarios Gavrilakis, Christos Floros · 2023 · Operational Research · 85 cites

    This paper tests how financial performance indicators and combined ESG score for large-cap stocks impact on stock return. In particular, we examine how market capitalization, price to book value, Sharpe ratio and ESG score of large-cap firms in Europe are related to their stock performance. We consider a panel data consisting of six European countries—Portugal, Italy, Greece, Spain, France and Germany—for the period 2010–2020. For Greek and French firms, a firm’s size tends to negatively affect its stock returns. The investors in European countries (except Italy) do not jeopardize their returns by investing in highly ESG scoring firms. We argue that the benefit of not investing in highly ESG

  3. ESG Investing: A Statistically Valid Approach to Data-Driven Decision Making and the Impact of ESG Factors on Stock Returns and Risk

    Kamurthi Ravi Teja, Chuan-Ming Liu · 2024 · IEEE Access · 13 cites

    This study examines the impact of environmental, social, and governance (ESG) factors on economic investment from a statistical perspective, aiming to develop a tested investment strategy that capitalizes on the connection between ESG factors and financial performance. ESG investing: A statistically valid approach to data-driven decision-making (ESGI-SVADDM) investment strategy is based on a rigorous, statistically valid approach that utilizes data, math, statistics, and data science libraries to drive investment decisions, eliminating the need for personal opinions and subjectivity. The process includes establishing an investment thesis, formulating testable hypotheses (HPS), retrieving and

  5. Performance of Equity Mutual Funds considering ESG investments, Financial Constraints, and the COVID-19 Pandemic

    T. Guimarães, R. Malaquias · 2023 · Brazilian Business Review · 11 cites

    In this paper, we analyzed the risk-adjusted performance of fUnds related to Environmental, Social and Governance (ESG-related funds), considering periods of financial constraints and the COVID-19 Pandemic. The database is comprised of3,840 equity mutual funds in the period from January/2006 to December/2020. Each year, considering daily returns, we employed the Returns-Based Style Analysis to classify each fund as an ESG-related fund or a conventional fund;all funds in the category Equities - Sustainability / Governance were also considered as ESG-related mutual funds. Using daily data, for each year, the performance was estimated based on the fourfactors model. The main results indicate th

  7. The Impact of ESG Investing on Portfolio Performance: An Empirical Study of Emerging Markets

    D. Bhatia, D. Kumar · 2024 · Journal of Informatics Education and Research · 4 cites

    ESG investment, which stands for environmental, social, and governance investing, has become an important strategy in the global financial markets, and its applications are becoming more relevant in developing nations. This study investigates the impact of environmental, social, and governance (ESG) integration on portfolio performance in emerging markets. The study aims to accomplish three primary objectives: evaluating the performance of ESG-compliant portfolios in comparison to non-ESG portfolios; determining whether ESG factors enhance risk-adjusted returns; and identifying the challenges and opportunities associated with ESG investing. The study takes a quantitative approach, making use

  8. Comparative Analysis of ESG-Focused DeFi Protocols and Traditional ESG Funds: Financial Performance, Transparency, and Impact Assessment

    Jude Enajero · 2024 · International Journal of Advances in Engineering and Management · 4 cites

    The intersection of Environmental, Social, and Governance (ESG) investing and decentralized finance (DeFi) introduces innovative pathways for integrating sustainability into financial markets. This study conducts a comparative analysis of ESG-focused DeFi protocols, such as KlimaDAO and Regen Network, and traditional ESG investment funds, including the Vanguard ESG U.S. Stock ETF and BlackRock Sustainable Advantage Large Cap Core Fund. Using data from March 2021 to March 2023 and quantitative methods such as ordinary least squares (OLS) regression, the study evaluates financial performance, transparency, and impact assessment. Results indicate that ESG-focused DeFi protocols provide enhanced

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