{"title":"探索环境、社会和公司治理风险变化与投资偏好之间的关系：从 COVID-19 时代的可持续 ETF 中获得的启示","authors":"","doi":"10.1016/j.seps.2024.102039","DOIUrl":null,"url":null,"abstract":"<div><p>This study analyzes the impact of Environmental, Social, and Governance (ESG) risk metrics on the financial performance of ETFs in the US and Europe from January 2020 to December 2023, particularly during the COVID-19 pandemic. It explores the influence of ESG investment trends on ETF performance and investor preferences between equities and bonds in response to ESG risk profiles. Results show a positive correlation between higher ESG standards and financial performance, measured by the Sharpe ratio, with a marked preference for bonds amidst increased ESG risks. This highlights the critical role of ESG considerations in investment strategies and risk management, providing insights for sustainable finance.</p></div>","PeriodicalId":22033,"journal":{"name":"Socio-economic Planning Sciences","volume":null,"pages":null},"PeriodicalIF":6.2000,"publicationDate":"2024-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0038012124002386/pdfft?md5=b501bdefa4bdb00ab15c833f896e3468&pid=1-s2.0-S0038012124002386-main.pdf","citationCount":"0","resultStr":"{\"title\":\"Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era\",\"authors\":\"\",\"doi\":\"10.1016/j.seps.2024.102039\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>This study analyzes the impact of Environmental, Social, and Governance (ESG) risk metrics on the financial performance of ETFs in the US and Europe from January 2020 to December 2023, particularly during the COVID-19 pandemic. It explores the influence of ESG investment trends on ETF performance and investor preferences between equities and bonds in response to ESG risk profiles. Results show a positive correlation between higher ESG standards and financial performance, measured by the Sharpe ratio, with a marked preference for bonds amidst increased ESG risks. This highlights the critical role of ESG considerations in investment strategies and risk management, providing insights for sustainable finance.</p></div>\",\"PeriodicalId\":22033,\"journal\":{\"name\":\"Socio-economic Planning Sciences\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":6.2000,\"publicationDate\":\"2024-08-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.sciencedirect.com/science/article/pii/S0038012124002386/pdfft?md5=b501bdefa4bdb00ab15c833f896e3468&pid=1-s2.0-S0038012124002386-main.pdf\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Socio-economic Planning Sciences\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0038012124002386\",\"RegionNum\":2,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Socio-economic Planning Sciences","FirstCategoryId":"96","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0038012124002386","RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"ECONOMICS","Score":null,"Total":0}
Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era
This study analyzes the impact of Environmental, Social, and Governance (ESG) risk metrics on the financial performance of ETFs in the US and Europe from January 2020 to December 2023, particularly during the COVID-19 pandemic. It explores the influence of ESG investment trends on ETF performance and investor preferences between equities and bonds in response to ESG risk profiles. Results show a positive correlation between higher ESG standards and financial performance, measured by the Sharpe ratio, with a marked preference for bonds amidst increased ESG risks. This highlights the critical role of ESG considerations in investment strategies and risk management, providing insights for sustainable finance.
期刊介绍：
Studies directed toward the more effective utilization of existing resources, e.g. mathematical programming models of health care delivery systems with relevance to more effective program design; systems analysis of fire outbreaks and its relevance to the location of fire stations; statistical analysis of the efficiency of a developing country economy or industry.
Studies relating to the interaction of various segments of society and technology, e.g. the effects of government health policies on the utilization and design of hospital facilities; the relationship between housing density and the demands on public transportation or other service facilities: patterns and implications of urban development and air or water pollution.
Studies devoted to the anticipations of and response to future needs for social, health and other human services, e.g. the relationship between industrial growth and the development of educational resources in affected areas; investigation of future demands for material and child health resources in a developing country; design of effective recycling in an urban setting.
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