A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion

DOI10.1093/rof/rfac045zbMath1506.91172OpenAlexW4286111085MaRDI QIDQ5880514

Olivier David Zerbib

Publication date: 3 March 2023

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfac045

zbMATH Keywords

ESGasset pricingsin stockssustainable finance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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