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Full Description
This Handbook provides a comprehensive overview of how environmental, social and governance (ESG) factors are reshaping long-term investment strategies. Leading experts demonstrate how ESG principles can guide investment choices, influence risk and return, and connect to broader goals such as corporate social responsibility and impact investing.
Evaluating theories, methodologies, performance and practice, the Handbook explains the ideas behind ESG investing and how applications relate to real portfolios. Chapters explore topics including the use of AI and machine learning for measuring ESG performance, the issues surrounding sustainability reporting in global value chains and cognitive biases in ESG investing. Authors highlight the growing need for consistent and transparent data, as differing rating systems and reporting standards make it difficult to compare companies. Ultimately, the Handbook emphasises that ESG investing is becoming an essential part of modern finance but must overcome data and measurement challenges to reach its full potential.
Bridging theory and practice, the Handbook of ESG Investing is a valuable resource for scholars and students of economics, finance and the environment. Its focus on policy and regulatory implications will also benefit policymakers and practitioners in the finance sector.
Contents
Contents
1 An overview of ESG investing 1
Hans Lööf, Maziar Sahamkhadam, and Andreas Stephan
2 ESG: from process to product 15
George Serafeim
PART I THEORIES & METHODOLOGY OF ESG INVESTING
3 The information content of ESG ratings: implications for ESG investing 33
Emanuele Chini, Roman Kräussl, and Denitsa Stefanova
4 ESG contracting and managerial incentives 58
Patricia Crifo and Aymeric Guidoux
5 Beyond labels: a methodological framework for comparing green and
conventional funds 80
Axel Lavenius and Mark Sanctuary
6 Path-dependent, ESG-valued, option pricing in the Bachelier-Black-
Scholes-Merton model 110
Bhathiya Divelgama, Nancy Asare Nyarko, W. Brent Lindquist,
Svetlozar (Zari) Rachev, and Blessing Omotade
7 Integrating socially responsible criteria in modern portfolio theory via
a tradeoff between focusing on the data of stock returns and their ESG
scoring 132
Tomer Shushi
8 ESG optimal portfolios under ratings ambiguity 145
Davide Lauria, Marco Bonomelli, Gabriele Torri, and Rosella Giacometti
PART II MEASURING ESG PERFORMANCE AND IMPACT
9 Global view on the ESG valuation in stock markets 174
Juha-Pekka Junttila, Heikki Lehkonen, and Thanh Nam Vu
10 ESG performance and investor impact in public and private equities 197
Andreas Gruener and Jonas Wieckert
11 Do green bonds and ESG leaders enhance multi-asset portfolios? A
performance analysis 225
Maziar Sahamkhadam and Andreas Stephan
12 ESG characteristics and ETF returns 293
Ilias Filippou, Ruiqi Hu, and Taizhi Wu
13 Wavelet analysis and the financial performance of ESG strategies 313
Michaela M. Kiermeier
14 Science-based target initiative and the cross-section of returns 359
Petter Dahlström, Hans Lööf, Maziar Sahamkhadam, and Andreas Stephan
PART III PRACTICE OF ESG INVESTING
15 ESG practices: a comparative overview of developed and emerging
markets 390
Henrique Castro Martins
16 The issue of sustainability reporting in global value chains: barriers and
regulatory perspectives 407
Purnima Rao, Nisha Goyal, Radhika Narula, and Akshat Aditya Rao
17 Big data, artificial intelligence, and machine learning for measuring ESG
performance 427
Peter Öhman and Tarek Rana
18 Exit vs voice: a question of scalability? 449
Lucia Alessi, Yumeng Gao, Sergio Garcia-Vega, Andreas Hoepner,
and Fabiola Schneider
19 Measuring inequality in sustainability 459
Alessandra Amendola, Adelaide Emma Bernardelli, and Paolo Giudici
20 Cognitive biases in ESG investing—uncovering psychological barriers to
biodiversity-positive finance 489
Rafal Chudy and David N. Barton
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