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• W4313440025 abstract "Purpose This paper aims to empirically examine the performance of the high-ESG (environment, social and governance) portfolio vis-à-vis the low-ESG portfolio at the Indian stock market before and during the Covid19 pandemic. Design/methodology/approach The absolute rate of return and several risk-adjusted performance measures, for instance, Sharpe ratio, Modigliani–Modigliani measure, Treynor ratio, Jensen’s alpha, information ratio, Fama’s decomposition measure and Fama and French’s three-factor model, have been used in this study along with the t -test. Findings All three indices (CARBONEX, GREENEX and BSE 500) had better returns during Covid19 period as compared to the pre-Covid19 period. However, these returns were not statistically significant. During Covid19, the risk of the indices also rose, but they provided better returns for the additional risk taken. Finally, it is concluded that the performance of high-ESG and low-ESG stock portfolios did not differ significantly in both periods. Practical implications The study is relevant to individual and institutional investors, financial advisors, portfolio managers, corporations, policymakers, market regulators and society at large. Social implications This study emphasized the need to expand the role of ESG investment in India for the benefit of people, communities and society as a whole. Originality/value This research is the first of its kind, to the best of the authors’ knowledge, that compares the performance of a high-ESG portfolio with a low-ESG portfolio both before and during the Covid19, particularly in the Indian context." @default.
• W4313440025 created "2023-01-06" @default.
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• W4313440025 date "2022-12-22" @default.
• W4313440025 modified "2023-10-02" @default.
• W4313440025 title "Did ESG portfolio augment investors’ wealth during Covid19? Evidence from Indian stock market" @default.
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• W4313440025 doi "https://doi.org/10.1108/sampj-02-2022-0087" @default.
• W4313440025 hasPublicationYear "2022" @default.
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