Unveiling the timeless potential : a comprehensive analysis of ESG integration in Chinese listed firms

Gespeichert in:

Autor*in:	Wang, Ting [verfasserIn] Zhang, Huaxi [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2024

Schlagwörter:	Brinson model attribution ESG Factor model attribution Investment portfolio Multi-objective optimization

Übergeordnetes Werk:	Enthalten in: International review of economics & finance - Amsterdam [u.a.] : Elsevier Science, 1992, 93(2024), 1 vom: Juni, Seite 1211-1225
Übergeordnetes Werk:	volume:93 ; year:2024 ; number:1 ; month:06 ; pages:1211-1225

Links:	Link aufrufen Link aufrufen

DOI / URN:	10.1016/j.iref.2024.03.057

Katalog-ID:	1890324515

Internformat


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allfields	10.1016/j.iref.2024.03.057 doi (DE-627)1890324515 (DE-599)KXP1890324515 DE-627 ger DE-627 rda eng Wang, Ting verfasserin (DE-588)1338830295 (DE-627)189852615X aut Unveiling the timeless potential a comprehensive analysis of ESG integration in Chinese listed firms Ting Wang, Huaxi Zhang 2024 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Brinson model attribution (dpeaa)DE-206 ESG (dpeaa)DE-206 Factor model attribution (dpeaa)DE-206 Investment portfolio (dpeaa)DE-206 Multi-objective optimization (dpeaa)DE-206 Zhang, Huaxi verfasserin (DE-588)1338830643 (DE-627)1898526451 aut Enthalten in International review of economics & finance Amsterdam [u.a.] : Elsevier Science, 1992 93(2024), 1 vom: Juni, Seite 1211-1225 Online-Ressource (DE-627)324452098 (DE-600)2026509-8 (DE-576)259271977 1059-0560 nnns volume:93 year:2024 number:1 month:06 pages:1211-1225 https://www.sciencedirect.com/science/article/pii/S1059056024002211/pdfft?md5=d958538ec6c8a4e0b67709e66fbc2402&pid=1-s2.0-S1059056024002211-main.pdf Verlag lizenzpflichtig https://doi.org/10.1016/j.iref.2024.03.057 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 93 2024 1 6 1211-1225 26 01 0206 4531814177 x1z 30-05-24 26 00 DE-206 This paper provides a practical guide for integrating Environmental, Social, and Governance (ESG) information into portfolio construction in Chinese listed firms. We analyze panel data from 2015 to 2019, revealing that higher ESG scores correlate with increased stock market returns. We construct an ESG portfolio, identifying strategies that affirm ESG's value. Notably, our enhancement portfolios for both CSI 300 and CSI 500 consistently outperform their benchmarks. Through Brinson attribution analyses, we attribute the excess return primarily to individual stock selection. Our findings underscore the incremental value of incorporating ESG information in stock price explanations.
spelling	10.1016/j.iref.2024.03.057 doi (DE-627)1890324515 (DE-599)KXP1890324515 DE-627 ger DE-627 rda eng Wang, Ting verfasserin (DE-588)1338830295 (DE-627)189852615X aut Unveiling the timeless potential a comprehensive analysis of ESG integration in Chinese listed firms Ting Wang, Huaxi Zhang 2024 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Brinson model attribution (dpeaa)DE-206 ESG (dpeaa)DE-206 Factor model attribution (dpeaa)DE-206 Investment portfolio (dpeaa)DE-206 Multi-objective optimization (dpeaa)DE-206 Zhang, Huaxi verfasserin (DE-588)1338830643 (DE-627)1898526451 aut Enthalten in International review of economics & finance Amsterdam [u.a.] : Elsevier Science, 1992 93(2024), 1 vom: Juni, Seite 1211-1225 Online-Ressource (DE-627)324452098 (DE-600)2026509-8 (DE-576)259271977 1059-0560 nnns volume:93 year:2024 number:1 month:06 pages:1211-1225 https://www.sciencedirect.com/science/article/pii/S1059056024002211/pdfft?md5=d958538ec6c8a4e0b67709e66fbc2402&pid=1-s2.0-S1059056024002211-main.pdf Verlag lizenzpflichtig https://doi.org/10.1016/j.iref.2024.03.057 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 93 2024 1 6 1211-1225 26 01 0206 4531814177 x1z 30-05-24 26 00 DE-206 This paper provides a practical guide for integrating Environmental, Social, and Governance (ESG) information into portfolio construction in Chinese listed firms. We analyze panel data from 2015 to 2019, revealing that higher ESG scores correlate with increased stock market returns. We construct an ESG portfolio, identifying strategies that affirm ESG's value. Notably, our enhancement portfolios for both CSI 300 and CSI 500 consistently outperform their benchmarks. Through Brinson attribution analyses, we attribute the excess return primarily to individual stock selection. Our findings underscore the incremental value of incorporating ESG information in stock price explanations.
allfields_unstemmed	10.1016/j.iref.2024.03.057 doi (DE-627)1890324515 (DE-599)KXP1890324515 DE-627 ger DE-627 rda eng Wang, Ting verfasserin (DE-588)1338830295 (DE-627)189852615X aut Unveiling the timeless potential a comprehensive analysis of ESG integration in Chinese listed firms Ting Wang, Huaxi Zhang 2024 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Brinson model attribution (dpeaa)DE-206 ESG (dpeaa)DE-206 Factor model attribution (dpeaa)DE-206 Investment portfolio (dpeaa)DE-206 Multi-objective optimization (dpeaa)DE-206 Zhang, Huaxi verfasserin (DE-588)1338830643 (DE-627)1898526451 aut Enthalten in International review of economics & finance Amsterdam [u.a.] : Elsevier Science, 1992 93(2024), 1 vom: Juni, Seite 1211-1225 Online-Ressource (DE-627)324452098 (DE-600)2026509-8 (DE-576)259271977 1059-0560 nnns volume:93 year:2024 number:1 month:06 pages:1211-1225 https://www.sciencedirect.com/science/article/pii/S1059056024002211/pdfft?md5=d958538ec6c8a4e0b67709e66fbc2402&pid=1-s2.0-S1059056024002211-main.pdf Verlag lizenzpflichtig https://doi.org/10.1016/j.iref.2024.03.057 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 93 2024 1 6 1211-1225 26 01 0206 4531814177 x1z 30-05-24 26 00 DE-206 This paper provides a practical guide for integrating Environmental, Social, and Governance (ESG) information into portfolio construction in Chinese listed firms. We analyze panel data from 2015 to 2019, revealing that higher ESG scores correlate with increased stock market returns. We construct an ESG portfolio, identifying strategies that affirm ESG's value. Notably, our enhancement portfolios for both CSI 300 and CSI 500 consistently outperform their benchmarks. Through Brinson attribution analyses, we attribute the excess return primarily to individual stock selection. Our findings underscore the incremental value of incorporating ESG information in stock price explanations.
allfieldsGer	10.1016/j.iref.2024.03.057 doi (DE-627)1890324515 (DE-599)KXP1890324515 DE-627 ger DE-627 rda eng Wang, Ting verfasserin (DE-588)1338830295 (DE-627)189852615X aut Unveiling the timeless potential a comprehensive analysis of ESG integration in Chinese listed firms Ting Wang, Huaxi Zhang 2024 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Brinson model attribution (dpeaa)DE-206 ESG (dpeaa)DE-206 Factor model attribution (dpeaa)DE-206 Investment portfolio (dpeaa)DE-206 Multi-objective optimization (dpeaa)DE-206 Zhang, Huaxi verfasserin (DE-588)1338830643 (DE-627)1898526451 aut Enthalten in International review of economics & finance Amsterdam [u.a.] : Elsevier Science, 1992 93(2024), 1 vom: Juni, Seite 1211-1225 Online-Ressource (DE-627)324452098 (DE-600)2026509-8 (DE-576)259271977 1059-0560 nnns volume:93 year:2024 number:1 month:06 pages:1211-1225 https://www.sciencedirect.com/science/article/pii/S1059056024002211/pdfft?md5=d958538ec6c8a4e0b67709e66fbc2402&pid=1-s2.0-S1059056024002211-main.pdf Verlag lizenzpflichtig https://doi.org/10.1016/j.iref.2024.03.057 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 93 2024 1 6 1211-1225 26 01 0206 4531814177 x1z 30-05-24 26 00 DE-206 This paper provides a practical guide for integrating Environmental, Social, and Governance (ESG) information into portfolio construction in Chinese listed firms. We analyze panel data from 2015 to 2019, revealing that higher ESG scores correlate with increased stock market returns. We construct an ESG portfolio, identifying strategies that affirm ESG's value. Notably, our enhancement portfolios for both CSI 300 and CSI 500 consistently outperform their benchmarks. Through Brinson attribution analyses, we attribute the excess return primarily to individual stock selection. Our findings underscore the incremental value of incorporating ESG information in stock price explanations.
allfieldsSound	10.1016/j.iref.2024.03.057 doi (DE-627)1890324515 (DE-599)KXP1890324515 DE-627 ger DE-627 rda eng Wang, Ting verfasserin (DE-588)1338830295 (DE-627)189852615X aut Unveiling the timeless potential a comprehensive analysis of ESG integration in Chinese listed firms Ting Wang, Huaxi Zhang 2024 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Brinson model attribution (dpeaa)DE-206 ESG (dpeaa)DE-206 Factor model attribution (dpeaa)DE-206 Investment portfolio (dpeaa)DE-206 Multi-objective optimization (dpeaa)DE-206 Zhang, Huaxi verfasserin (DE-588)1338830643 (DE-627)1898526451 aut Enthalten in International review of economics & finance Amsterdam [u.a.] : Elsevier Science, 1992 93(2024), 1 vom: Juni, Seite 1211-1225 Online-Ressource (DE-627)324452098 (DE-600)2026509-8 (DE-576)259271977 1059-0560 nnns volume:93 year:2024 number:1 month:06 pages:1211-1225 https://www.sciencedirect.com/science/article/pii/S1059056024002211/pdfft?md5=d958538ec6c8a4e0b67709e66fbc2402&pid=1-s2.0-S1059056024002211-main.pdf Verlag lizenzpflichtig https://doi.org/10.1016/j.iref.2024.03.057 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 93 2024 1 6 1211-1225 26 01 0206 4531814177 x1z 30-05-24 26 00 DE-206 This paper provides a practical guide for integrating Environmental, Social, and Governance (ESG) information into portfolio construction in Chinese listed firms. We analyze panel data from 2015 to 2019, revealing that higher ESG scores correlate with increased stock market returns. We construct an ESG portfolio, identifying strategies that affirm ESG's value. Notably, our enhancement portfolios for both CSI 300 and CSI 500 consistently outperform their benchmarks. Through Brinson attribution analyses, we attribute the excess return primarily to individual stock selection. Our findings underscore the incremental value of incorporating ESG information in stock price explanations.
language	English
source	Enthalten in International review of economics & finance 93(2024), 1 vom: Juni, Seite 1211-1225 volume:93 year:2024 number:1 month:06 pages:1211-1225
sourceStr	Enthalten in International review of economics & finance 93(2024), 1 vom: Juni, Seite 1211-1225 volume:93 year:2024 number:1 month:06 pages:1211-1225
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institution	findex.gbv.de
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topic_facet	Brinson model attribution ESG Factor model attribution Investment portfolio Multi-objective optimization
sw_local_iln_str_mv	26: DE-206:
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container_title	International review of economics & finance
authorswithroles_txt_mv	Wang, Ting @@aut@@ Zhang, Huaxi @@aut@@
publishDateDaySort_date	2024-06-01T00:00:00Z
hierarchy_top_id	324452098
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author	Wang, Ting
spellingShingle	Wang, Ting misc Brinson model attribution misc ESG misc Factor model attribution misc Investment portfolio misc Multi-objective optimization Unveiling the timeless potential a comprehensive analysis of ESG integration in Chinese listed firms
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topic_title	26 00 DE-206 This paper provides a practical guide for integrating Environmental, Social, and Governance (ESG) information into portfolio construction in Chinese listed firms. We analyze panel data from 2015 to 2019, revealing that higher ESG scores correlate with increased stock market returns. We construct an ESG portfolio, identifying strategies that affirm ESG's value. Notably, our enhancement portfolios for both CSI 300 and CSI 500 consistently outperform their benchmarks. Through Brinson attribution analyses, we attribute the excess return primarily to individual stock selection. Our findings underscore the incremental value of incorporating ESG information in stock price explanations Unveiling the timeless potential a comprehensive analysis of ESG integration in Chinese listed firms Ting Wang, Huaxi Zhang Brinson model attribution (dpeaa)DE-206 ESG (dpeaa)DE-206 Factor model attribution (dpeaa)DE-206 Investment portfolio (dpeaa)DE-206 Multi-objective optimization (dpeaa)DE-206
topic	misc Brinson model attribution misc ESG misc Factor model attribution misc Investment portfolio misc Multi-objective optimization
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ind1=" " ind2=" "><subfield code="a">GBV_ILN_4323</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4324</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4325</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4326</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4328</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4333</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4334</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4338</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4393</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4700</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">AR</subfield></datafield><datafield tag="952" ind1=" " ind2=" "><subfield code="d">93</subfield><subfield code="j">2024</subfield><subfield code="e">1</subfield><subfield code="c">6</subfield><subfield code="h">1211-1225</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">26</subfield><subfield code="1">01</subfield><subfield code="x">0206</subfield><subfield code="b">4531814177</subfield><subfield code="y">x1z</subfield><subfield code="z">30-05-24</subfield></datafield><datafield tag="982" ind1=" " ind2=" "><subfield code="2">26</subfield><subfield code="1">00</subfield><subfield code="x">DE-206</subfield><subfield code="b">This paper provides a practical guide for integrating Environmental, Social, and Governance (ESG) information into portfolio construction in Chinese listed firms. We analyze panel data from 2015 to 2019, revealing that higher ESG scores correlate with increased stock market returns. We construct an ESG portfolio, identifying strategies that affirm ESG's value. Notably, our enhancement portfolios for both CSI 300 and CSI 500 consistently outperform their benchmarks. Through Brinson attribution analyses, we attribute the excess return primarily to individual stock selection. Our findings underscore the incremental value of incorporating ESG information in stock price explanations.</subfield></datafield></record></collection>
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Unveiling the timeless potential : a comprehensive analysis of ESG integration in Chinese listed firms

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