Essays on German and US Contemporary Investor Returns

Essays on German and US Contemporary Investor Returns

  • ただいまウェブストアではご注文を受け付けておりません。 ⇒古書を探す
  • 製本 Paperback:紙装版/ペーパーバック版/ページ数 326 p.
  • 言語 ENG
  • 商品コード 9783658469290
  • DDC分類 658.15224

Full Description

This book investigates investor returns focusing on the impact of ESG ratings on stock performance in the US, and on the success probability of public takeovers in Germany. The results show that low ESG stocks outperform high ESG stocks in terms of alpha, while high ESG stocks demonstrate both lower volatility and lower tail risk.

最近チェックした商品