ESG Premium in Options
Log in to collectAcademic paper
Jie Cao, Amit Goyal, Xintong Zhah and Weiming Elaine Zhang
Jie Cao; Amit Goyal; Xintong Zhan; Weiming Elaine Zhang
Hong Kong Polytechnic University
The Hong Kong Polytechnic University - School of Accounting and Finance
Swiss Finance Institute
University of Lausanne
Fudan University
Department of Finance, School of Management, Fudan University
Chinese University of Hong Kong
The Chinese University of Hong Kong (CUHK)
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.