Download This PaperESG and Derivatives
Financial Analysts Journal, 2024, 80(3): 5-16. DOI: 10.1080/0015198X.2024.2359902
Financial Analysts Journal, 2024, 80(3): 5-16. DOI: 10.1080/0015198X.2024.2359902
26 Pages Posted: 8 Feb 2024 Last revised: 23 May 2024
Date Written: January 19, 2024
Abstract
Like stocks and bonds, derivatives investments have a measurable ESG impact. The paper provides a rationale and a simple framework for applying ESG screens to portfolios that include derivatives.
Keywords: derivatives, futures, ESG, sustainable investing, hedging, governance
JEL Classification: G3, G13, G18, Q5
Suggested Citation: Suggested Citation
K. Geert Rouwenhorst (Contact Author)
Yale School of Management - International Center for Finance ( email )
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