ESG risk rating disagreement: implications on portfolio performance
This paper examines the ESG risk rating disagreement across two-well established rating providers and its implication on portfolio performance. By deriving a proxy for rating disagreement using the average standard deviation of pairwise percentile ranking across Refinitiv and Sustainalytics, this st...
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| Format: | Article |
| Language: | English |
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General Association of Economists from Romania
2024-03-01
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| Series: | Theoretical and Applied Economics |
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| Online Access: |
http://store.ectap.ro/articole/1728.pdf
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