ESG水平因子投资策略

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学术论文

何时何地做好事有回报?ESG投资的全球长期分析

作者Gregor Dorfleitner; Sebastian Utz; Maximilian Wimmer

机构
  • University of Regensburg
  • University of Augsburg
  • University of Augsburg - Department of Statistics and Mathematical Economic Theory
  • University of Regensburg - Department of Finance
  • University Augsburg
  • University of Mannheim
  • University of Mannheim - Finance Area

本篇策略设有付费墙

付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。

投资标的:SPY、BIL。再平衡:每月。Universe: SPY, BIL. Parameters: rebalance=monthly.