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ESG Indices: Volatility and Risk Returns by remmyisure is a document available to read on EtoBox.

This study analyzes the performance of Environmental, Social, and Governance (ESG) indices in developed (USA, Germany, Japan) and emerging markets (India, Brazil, China) to determine if ESG investments provide better risk-adjusted returns. Findings indicate that while daily returns between ESG and conventional indices are similar, ESG indices outperform in one-year rolling returns, particularly in developed markets, and offer better downside risk protection. The research suggests that ESG-compliant portfoli

Author

remmyisure

Language

EN