Smart ESG Integration: Factoring in Sustainability
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چکیده
2 1 ESG INTEGRATION 4 1.1 Evidence-Based Score-Models 5 2 THE SUSTAINABILITY FACTOR 7 2.1 Factor-Mimicking Portfolio 8 3 RESULTS 9 3.1 Factor Correlation 9 3.2 Factor Performance 9 3.3 Risk and Return Attribution 11 4 CONCLUSIONS AND NEXT STEPS 13 REFERENCES 14
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تاریخ انتشار 2015