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Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector
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 |
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ISSN: | 1544-6123 |
Published: |
Elsevier BV
2024
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URI: | https://cronfa.swan.ac.uk/Record/cronfa67151 |
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v2 67151 2024-07-18 Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector 290e83934e79a0a29aec6575e0f82262 0000-0001-6923-0929 Giulia Fantini Giulia Fantini true false 2024-07-18 CBAE Journal Article Finance Research Letters 67 105855 Elsevier BV 1544-6123 ESG; Equity; Insurance; Downside risk; Upside risk; wavelets 1 9 2024 2024-09-01 10.1016/j.frl.2024.105855 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University 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. 2024-08-08T15:50:45.5542794 2024-07-18T16:21:40.4832555 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Francisco Jareño 1 Carlos Esparcia 0000-0002-6909-8830 2 Giulia Fantini 0000-0001-6923-0929 3 67151__30939__ee6a8a7e1ae74c219b4a7fddc507f0f4.pdf 67151.AAM.pdf 2024-07-23T10:22:46.4494141 Output 1619181 application/pdf Accepted Manuscript true Author accepted manuscript document released under the terms of a Creative Commons CC-BY licence using the Swansea University Research Publications Policy (rights retention). true eng https://creativecommons.org/licenses/by/4.0/deed.en |
title |
Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector |
spellingShingle |
Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector Giulia Fantini |
title_short |
Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector |
title_full |
Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector |
title_fullStr |
Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector |
title_full_unstemmed |
Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector |
title_sort |
Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector |
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290e83934e79a0a29aec6575e0f82262 |
author_id_fullname_str_mv |
290e83934e79a0a29aec6575e0f82262_***_Giulia Fantini |
author |
Giulia Fantini |
author2 |
Francisco Jareño Carlos Esparcia Giulia Fantini |
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Finance Research Letters |
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67 |
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105855 |
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2024 |
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Swansea University |
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1544-6123 |
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10.1016/j.frl.2024.105855 |
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Elsevier BV |
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Faculty of Humanities and Social Sciences |
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Faculty of Humanities and Social Sciences |
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School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance |
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2024-09-01T15:50:44Z |
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