Ambrogio Dalò

University of Gronigen - Faculty of Economics and Business

Nettelbosje 2

Groningen, Groningen 9747 AE

Netherlands

http://https://sites.google.com/view/ambrogiodalo/home

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 20,819

SSRN RANKINGS

Top 20,819

in Total Papers Downloads

3,655

SSRN CITATIONS

5

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.

The Contributions of Betas versus Characteristics to the ESG Premium

CEIS Working Paper No. 413
Number of pages: 34 Posted: 20 Dec 2019 Last Revised: 03 Aug 2022
Rocco Ciciretti, Ambrogio Dalò and Lammertjan Dam
Tor Vergata University of Rome - Department of Economics and Finance, University of Gronigen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 1,865 (13,286)
Citation 2

Abstract:

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Socially Responsible Investment, ESG Premium, EIV Correction

2.

Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis

CEIS Working Paper No. 310
Number of pages: 27 Posted: 20 Feb 2014 Last Revised: 03 Aug 2020
University of Rome Tor Vergata - Faculty of Economics, Tor Vergata University of Rome - Department of Economics and Finance, University of Rome Tor Vergata - Faculty of Economics and University of Gronigen - Faculty of Economics and Business
Downloads 631 (62,541)
Citation 4

Abstract:

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Socially Responsible Investment Fund, Jensen's Alpha; Global Financial Crisis

3.

ESG Investing: A Chance To Reduce Systemic Risk

CEIS Working Paper No. 498
Number of pages: 25 Posted: 25 Jun 2020 Last Revised: 04 Aug 2022
University Sapienza Rome, Tor Vergata University of Rome - Department of Economics and Finance, University of Gronigen - Faculty of Economics and Business and University of Perugia - Department of Economics
Downloads 537 (76,585)

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ESG investing, Systemic Risk, Market Impact, Network, Indirect Contagion

4.

Fishing the Corporate Social Responsibility Risk Factors

CEIS Working Paper No. 368
Number of pages: 41 Posted: 14 Feb 2016 Last Revised: 03 Aug 2020
Leonardo Becchetti, Rocco Ciciretti and Ambrogio Dalò
University of Rome Tor Vergata - Faculty of Economics, Tor Vergata University of Rome - Department of Economics and Finance and University of Gronigen - Faculty of Economics and Business
Downloads 278 (160,668)
Citation 7

Abstract:

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corporate social responsibility, risk factor, multi factor model

5.

Herding and Anti-Herding Across ESG Funds

CEIS Working Paper No. 524
Number of pages: 29 Posted: 11 Nov 2021
Rocco Ciciretti, Ambrogio Dalò and Giovanni Ferri
Tor Vergata University of Rome - Department of Economics and Finance, University of Gronigen - Faculty of Economics and Business and LUMSA University
Downloads 208 (212,630)

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ESG investing, Equity Funds, Herding, Anti-Herding, Risk-Adjusted Returns

6.

The Resilience of the Socially Responsible Investment Networks

CEIS Working Paper No. 495
Number of pages: 24 Posted: 25 Jun 2020 Last Revised: 05 Aug 2020
University Sapienza Rome, Tor Vergata University of Rome - Department of Economics and Finance, University of Gronigen - Faculty of Economics and Business and University of Perugia - Department of Economics
Downloads 136 (304,002)

Abstract:

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Socially Responsible Investments, ESG criteria, Investment Funds, Financial networks, Resilience.