Matches in SemOpenAlex for { <https://semopenalex.org/work/W4384343564> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W4384343564 endingPage "1817" @default.
- W4384343564 startingPage "1807" @default.
- W4384343564 abstract "Abstract This study compares the performance of five portfolios built according to the level of integration of environmental, social and governance values in the case of South Africa, over the period of four years from 2 January 2019 to 29 December 2022. The portfolios were built according to (1) the two dimensions of ESG ratings (responsible and irresponsible) and (2) the two levels of ESG implication (partially and significantly), and there is also a portfolio for non-engaged companies (no-reporting). Many recent studies comparing ESG and non-ESG portfolio performance have reported contradictory results so that this debate remains inconclusive. The main question I explore is whether portfolios integrating ESG values really matter in the case of a developing country with many economic and social challenges, as in the case of South Africa. For the purpose of the study, I have used four risk-adjusted measures (Sharpe ratio, Treynor ratio, Modigliani-Squared and Jensen’s alpha) for the performance evaluation. This study found an adverse effect of ESG on portfolio performance. Overall, the ESG Irresponsible portfolios achieved a better performance as compared to its counterparts. The study findings contribute to and enrich the academic literature by comparing the performance of five ESG portfolios in the South African context." @default.
- W4384343564 created "2023-07-15" @default.
- W4384343564 creator A5092112436 @default.
- W4384343564 date "2023-07-01" @default.
- W4384343564 modified "2023-09-25" @default.
- W4384343564 title "Is There Any Effect of ESG Scores on Portfolio Performance in South Africa?" @default.
- W4384343564 cites W2003492867 @default.
- W4384343564 cites W2081979521 @default.
- W4384343564 cites W2211770794 @default.
- W4384343564 cites W2517205506 @default.
- W4384343564 cites W2529292402 @default.
- W4384343564 cites W2955512979 @default.
- W4384343564 cites W3049079464 @default.
- W4384343564 cites W3096432940 @default.
- W4384343564 cites W3108922818 @default.
- W4384343564 cites W3122187992 @default.
- W4384343564 cites W3123009431 @default.
- W4384343564 cites W3147694226 @default.
- W4384343564 cites W4212946809 @default.
- W4384343564 cites W4241584625 @default.
- W4384343564 cites W4313440025 @default.
- W4384343564 doi "https://doi.org/10.2478/picbe-2023-0160" @default.
- W4384343564 hasPublicationYear "2023" @default.
- W4384343564 type Work @default.
- W4384343564 citedByCount "0" @default.
- W4384343564 crossrefType "journal-article" @default.
- W4384343564 hasAuthorship W4384343564A5092112436 @default.
- W4384343564 hasBestOaLocation W43843435641 @default.
- W4384343564 hasConcept C10138342 @default.
- W4384343564 hasConcept C106159729 @default.
- W4384343564 hasConcept C139938925 @default.
- W4384343564 hasConcept C144133560 @default.
- W4384343564 hasConcept C149782125 @default.
- W4384343564 hasConcept C162118730 @default.
- W4384343564 hasConcept C162324750 @default.
- W4384343564 hasConcept C166957645 @default.
- W4384343564 hasConcept C205649164 @default.
- W4384343564 hasConcept C2779343474 @default.
- W4384343564 hasConcept C2780821815 @default.
- W4384343564 hasConcept C39389867 @default.
- W4384343564 hasConcept C44723521 @default.
- W4384343564 hasConceptScore W4384343564C10138342 @default.
- W4384343564 hasConceptScore W4384343564C106159729 @default.
- W4384343564 hasConceptScore W4384343564C139938925 @default.
- W4384343564 hasConceptScore W4384343564C144133560 @default.
- W4384343564 hasConceptScore W4384343564C149782125 @default.
- W4384343564 hasConceptScore W4384343564C162118730 @default.
- W4384343564 hasConceptScore W4384343564C162324750 @default.
- W4384343564 hasConceptScore W4384343564C166957645 @default.
- W4384343564 hasConceptScore W4384343564C205649164 @default.
- W4384343564 hasConceptScore W4384343564C2779343474 @default.
- W4384343564 hasConceptScore W4384343564C2780821815 @default.
- W4384343564 hasConceptScore W4384343564C39389867 @default.
- W4384343564 hasConceptScore W4384343564C44723521 @default.
- W4384343564 hasIssue "1" @default.
- W4384343564 hasLocation W43843435641 @default.
- W4384343564 hasOpenAccess W4384343564 @default.
- W4384343564 hasPrimaryLocation W43843435641 @default.
- W4384343564 hasRelatedWork W1577804490 @default.
- W4384343564 hasRelatedWork W1854962756 @default.
- W4384343564 hasRelatedWork W1970921400 @default.
- W4384343564 hasRelatedWork W2434630139 @default.
- W4384343564 hasRelatedWork W2788811592 @default.
- W4384343564 hasRelatedWork W295762057 @default.
- W4384343564 hasRelatedWork W4313440025 @default.
- W4384343564 hasRelatedWork W4380204616 @default.
- W4384343564 hasRelatedWork W2133899767 @default.
- W4384343564 hasRelatedWork W2178889879 @default.
- W4384343564 hasVolume "17" @default.
- W4384343564 isParatext "false" @default.
- W4384343564 isRetracted "false" @default.
- W4384343564 workType "article" @default.