Environmental, Social and Governance Risk: a new measure for funds portfolios

Paolo Capelli
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Paolo Capelli: Etica Sgr

BANCARIA, 2016, vol. 10, 60-63

Abstract: Esg risk derives from factors related to environmental, social and governance issues, which have impact on performances of a mutual fund. Unfortunately, the literature has not addressed the definition of a satisfactory measure of this risk. It is therefore necessary to study an innovative and rigorous approach in the construction of funds' portfolios, in order to improve the financial risk monitoring

JEL-codes: G28 G32 M14 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:ban:bancar:v:10:y:2016:m:october:p:60-63

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