ESG: Alpha or Duty?

R Kumar - The Journal of Index Investing, 2019 - search.proquest.com
The article examines information content of Environment, Social, and Governance (ESG)
from a factor exposure perspective. The author uses an integration approach of ESG in …

A performance evaluation of smart beta exchange traded funds

GG Rompotis - International Journal of Financial Markets …, 2019 - inderscienceonline.com
The focus of this paper is on smart beta ETFs, which promise enhanced returns to investors.
The ability of smart beta ETFs to beat the market and offer material excess returns is …