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Archive » October 2016 » Environmental, Social and Governance Risk: a new measure for funds portfolios

Environmental, Social and Governance Risk: a new measure for funds portfolios

Paolo Capelli
October 2016 - n. 10
Jel codes: G28, G32, M14

Esg risk derives from factors related to environmental, social and governance issues, which have impact on performances of a mutual fund. Unfortunately, the literature has not addressed the definition of a satisfactory measure of this risk. It is therefore necessary to study an innovative and rigorous approach in the construction of funds' portfolios, in order to improve the financial risk monitoring.

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