Conditional-model-implied tangency portfolios can be tilted to achieve ESG mandates with no cost, because the multitude of ESG measures do not predict returns [SSRN]
Category: ESG
economics research by Seth Pruitt
Category: ESG
Conditional-model-implied tangency portfolios can be tilted to achieve ESG mandates with no cost, because the multitude of ESG measures do not predict returns [SSRN]