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X-WR-CALNAME:Mathematical Finance
X-ORIGINAL-URL:https://www.math.ttu.edu/mathematicalfinance
X-WR-CALDESC:Events for Mathematical Finance
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DTSTART:20230312T080000
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DTSTART:20231105T070000
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DTSTART;TZID=America/Chicago:20230203T120000
DTEND;TZID=America/Chicago:20230203T130000
DTSTAMP:20260418T113400
CREATED:20230102T170440Z
LAST-MODIFIED:20230113T180903Z
UID:1012-1675425600-1675429200@www.math.ttu.edu
SUMMARY:Cross-dispersion bias-adjusted ESG rankings
DESCRIPTION:Speaker: Prof. Jean-Charles Garibal\, Grenoble School of Management \nAbstract: We study the formation of ESG scores and rankings. In particular\, we investigate the impact of aggregation rules when combining information on firms across categories\, notably the E\, S and G categories\, into single ESG scores. Usual aggregation rules may bias scores toward the most dispersed category. We suggest a correction for this dispersion bias. We apply this correction to scores provided by two of the main score providers: Refinitiv and Bloomberg. We also provide simulation evidence. We show that the cross-dispersion bias may have a significant impact on ESG scores formation and that our proposed adjustment tends to weather it.
URL:https://www.math.ttu.edu/mathematicalfinance/event/cross-dispersion-bias-adjusted-esg-rankings/
LOCATION:via Zoom
CATEGORIES:Seminars,Spring 2023
ATTACH;FMTTYPE=image/jpeg:https://www.math.ttu.edu/mathematicalfinance/wp-content/uploads/2023/01/garibal.jpg
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