Speaker: Christian Morgenstern, School of Public Health, Imperial College London Abstract: We quantify equity and bond market sensitivity to sovereign ESG scores and their variations which, theoretically, is equivalent to […]

Speaker: Prof. Kazuyuki Shimizu, School of Business Administration, Meiji University Abstract:This paper tries to find out what the difference is between ESG and SRI. ESG developed from the SRI concept […]

Speaker: Stefan Pisera, Dept. of Economics & Statistics, University of Udine Abstract: By proposing a novel continuous and time-varying measure of Sharia compliance, we investigate whether it enhances the effects […]

Speaker: Prof. Sandra Paterlini, Economics and Management, University of Trento Abstract: In recent years, companies have increasingly been characterized by environ- mental, social, and governance (ESG) scores, and investors and […]

Speaker: Prof. Javier Lopez Prol, Economics & Environmental Finance, Yonsei University (Mirae) Abstract: The literature on the risk-return performance of equity portfolios depending on their ESG score is mixed. While […]

Speaker: Prof. Thierry Roncalli, Head of Quantitative Research, Amundi Institute; and Adjunct Prof. of Economics, University of Evry Abstract: In this talk, we analyze the construction of ESG ratings and […]

Speaker: Beatrice Bertelli, Dept. of Economics, Università degli Studi di Modena e Reggio Emilia Abstract: The introduction of the Environmental, Social, Governance (ESG) dimensions in setting up optimal portfolios has […]

Speaker: Prof. Nandita Das, College of Business, Delaware State University Title:Is there a difference in ESG fund performance among different economies? This is joint work with Prof. Aman Sunder, Dean […]

Speaker: Dr. Aydin Aslan, Department of Finance, Technical University of Dortmund Abstract: We investigate how an investor’s preference for sustainable assets in the portfolio varies for differing levels of risk […]

Speaker: Prof. Ved Beloskar, Modi School of Commerce, NMIMS Deemed to be University, Mumbai Abstract: Investors have shown increasing interest in Socially Responsible Investments (SRI) in the past few years, […]

Speaker: Jason Bailey, Department of Math & Statistics, Texas Tech University Abstract: With the increasing importance of ESG factors in real estate constructions and prices, we investigate commonly-accepted factors in […]