The non-linear ESG premium

DOI10.1080/14697688.2025.2492794MaRDI QIDQ6956122zbMATH OpenFDO

Authors Juan-Angel Jimenez-Martin, Massimiliano Caporin

Publication date 18 July 2025

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2025.2492794

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Financial markets (91G15)

Cites work

• A Test of the Efficiency of a Given Portfolio
• Common risk factors in the returns on stocks and bonds
• Economic tracking portfolios

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