Work

Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies

Year: 2021

Type: article

Source: Risk Management

DOI: 10.1057/s41283-021-00075-6

Authors: Subhransu S. Mohanty, Odette Mohanty, Mike Ivanof

Institutions: SMART Global Holdings (United States), University of the Fraser Valley

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W3167697654

FWCI: 4.143

Cites: 47

Cited by: 29

Related to: 10