Via Sarfatti, 25
Milan, MI 20136
Italy
Milan, 20136
Bocconi University
Bocconi University - CAREFIN - Centre for Applied Research in Finance
ESG ratings, ESG momentum, ESG score volatility, cross-sectional pricing, systematic risk factor G11, G12, C59, G24
Rational bubbles, monetary policy, stock returns, regime switching
greenwashing; US mutual funds; ESG ratings; sustainable investment; sin stocks
dynamic asset allocation, hedge fund strategies, out-of-sample performance, certainty equivalent return