Is There Any Effect of ESG Scores on Portfolio Performance in South Africa?

Online veröffentlicht: 14. Juli 2023

Seitenbereich: 1807 - 1817

DOI: https://doi.org/10.2478/picbe-2023-0160

Schlüsselwörter

ESG, portfolio performance, risk-adjusted measures, Sharpe ratio, Treynor ratio, Modigliani-Squared, Jensen’s alpha

© 2023 Diana-Mihaela Sandu, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.