Integrating ESG Analysis into Smart Beta Strategies

Smart beta strategy is an increasingly frequent approach to investment analysis for portfolio selection and optimization and it can be combined with environmental, social, and governance (ESG) considerations. In order to verify the impact of the integration between ESG and smart beta analysis, first...

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Bibliographic Details
Main Authors: Federica Ielasi, Paolo Ceccherini, Pietro Zito
Format: Article
Language:English
Published: MDPI AG 2020-11-01
Series:Sustainability
Subjects:
ESG
Online Access:https://www.mdpi.com/2071-1050/12/22/9351