Ambrogio Dalò

University of Groningen - Faculty of Economics and Business

Nettelbosje 2

Groningen, Groningen 9747 AE

Netherlands

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

SCHOLARLY PAPERS

7

DOWNLOADS
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SSRN RANKINGS

Top 19,534

in Total Papers Downloads

4,816

SSRN CITATIONS
Rank 24,337

SSRN RANKINGS

Top 24,337

in Total Papers Citations

46

CROSSREF CITATIONS

3

Scholarly Papers (7)

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 Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 2,232 (12,650)
Citation 2

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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 Groningen - Faculty of Economics and Business
Downloads 772 (60,455)
Citation 8

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 Groningen - Faculty of Economics and Business and Link Campus University
Downloads 726 (65,583)
Citation 21

Abstract:

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

4.

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 Groningen - Faculty of Economics and Business and LUMSA University
Downloads 417 (130,962)
Citation 1

Abstract:

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

5.

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 Groningen - Faculty of Economics and Business
Downloads 331 (167,856)
Citation 15

Abstract:

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corporate social responsibility, risk factor, multi factor model

6.

Corporate Sustainability, Cost of Equity, and Credit Ratings.

Number of pages: 36 Posted: 02 Nov 2023 Last Revised: 13 Nov 2023
Ambrogio Dalò, Roland Mees, Bert Scholtens and Hanqi Zhao
University of Groningen - Faculty of Economics and Business, University of Groningen, University of Groningen, Faculty of Economics and Business, Department of Economics, Econometrics and Finance and ING
Downloads 174 (313,455)

Abstract:

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Credit rating, ESG rating, Firm risk, Cost of equity

7.

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 Groningen - Faculty of Economics and Business and Link Campus University
Downloads 164 (329,871)
Citation 1

Abstract:

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