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ESG investing: A chance to reduce systemic risk
Roy Cerqueti
Research output
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Contribution to journal
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Article
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peer-review
103
Citations (Scopus)
Overview
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Keyphrases
Aggregate Effect
20%
Asset Managers
20%
Common Asset Holdings
20%
Compliance Level
20%
Daily Data
20%
Environmental Governance
100%
Environmental Index
20%
Equity mutual Funds
20%
Estimation Strategies
20%
Feedback Effect
20%
Fire Sales
20%
Firm-level
20%
Governance Ratings
20%
High Volatility
20%
Indirect Contagion
20%
Low Volatility
20%
Market Value
20%
Model Specification
20%
Network Analysis
20%
Politicians
20%
Portfolio Diversification
20%
Portfolio Liquidation
40%
Social Rating
20%
Stress Scenarios
20%
Systemic Risk
100%
Unified System
20%
Value Loss
20%
Economics, Econometrics and Finance
Liquidation
100%
Market Value
50%
Portfolio Diversification
50%
Spillover Effect
50%
Volatility
100%