Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era

被引：2
|
作者：
Landi, Giovanni Catello [1 ]
Turriziani, Lorenzo [1 ]
Muto, Valerio [1 ]
Ricciardi, Irene [1 ]
机构：
[1] Univ Naples Federico II, Dept Econ Management & Inst, Naples, Italy
来源：
SOCIO-ECONOMIC PLANNING SCIENCES | 2024年 / 95卷
关键词：
CORPORATE SOCIAL-RESPONSIBILITY; RESOURCE-BASED THEORY; SHAREHOLDER VALUE; PERFORMANCE; MANAGEMENT; STOCK; UNCERTAINTY; DIMENSIONS; REPUTATION; CAPACITY;
D O I：
10.1016/j.seps.2024.102039
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This study analyzes the impact of Environmental, Social, and Governance (ESG) risk metrics on the financial performance of ETFs in the US and Europe from January 2020 to December 2023, particularly during the COVID-19 pandemic. It explores the influence of ESG investment trends on ETF performance and investor preferences between equities and bonds in response to ESG risk profiles. Results show a positive correlation between higher ESG standards and financial performance, measured by the Sharpe ratio, with a marked preference for bonds amidst increased ESG risks. This highlights the critical role of ESG considerations in investment strategies and risk management, providing insights for sustainable finance.
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页数：13
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