ESG risk rating disagreement: implications on portfolio performance

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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Bibliographic Details
Main Author: Diana-Mihaela SANDU
Format: Article
Language:English
Published: General Association of Economists from Romania 2024-03-01
Series:Theoretical and Applied Economics
Subjects:
esg disagreement
portfolio performance
risk-adjusted measures
industry
europe
Online Access: http://store.ectap.ro/articole/1728.pdf

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