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Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector
Francisco Jareño,
Carlos Esparcia 
,
Giulia Fantini
,
Giulia Fantini
Finance Research Letters, Volume: 67, Start page: 105855
Swansea University Author:
Giulia Fantini
-
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Author accepted manuscript document released under the terms of a Creative Commons CC-BY licence using the Swansea University Research Publications Policy (rights retention).
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DOI (Published version): 10.1016/j.frl.2024.105855
Abstract
Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector
| Published in: | Finance Research Letters |
|---|---|
| ISSN: | 1544-6123 |
| Published: |
Elsevier BV
2024
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa67151 |
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| Keywords: |
ESG; Equity; Insurance; Downside risk; Upside risk; wavelets |
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| College: |
Faculty of Humanities and Social Sciences |
| Funders: |
This work was supported by the Spanish Ministerio de Ciencia e Innovación (PID2021-128829NB100) funded by MCIN/AEI/10.13039/501100011033; by “ERDF A way of making Europe”, and by the Spanish Junta de Comunidades de Castilla-La Mancha (SBPLY/21/180501/000086) and the Spanish Universidad de Castilla-La Mancha (2022-GRIN-34491), both of which were co-financed with ERDF funds. |
| Start Page: |
105855 |