Menu

The Potential Impact of ESG on Tail Risk

Environmental, social and governance (ESG) trading activity has become a staple of financial markets, but whether ESG scores convey information regarding a company's riskiness remains open for debate. Karoline Bax, Özge Sahin, Claudia Czado and Sandra Paterlini use high-dimensional vine copula modeling to analyze the effects of ESG scores on tail risk.

December 3, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals