Is there a relationship between Morningstar's ESG ratings and mutual fund performance?
We analyze the relationship between Morningstar's ESG ratings and the performance of 146 mutual funds domiciled in Norway. Dividing the sample into ESG quintiles, we find no evidence of rating level effects, nor do we find any abnormal risk-adjusted returns (alphas). However, there is a recurri...
Moussawi, Julian Taghawi
|Place of publication:||
Taylor & Francis 01.10.2020
|published in:||Journal of sustainable finance & investment Vol. 10; no. 4; pp. 349 - 370|
|Data of publication:||10/1/2020|
|Online Access:||available in Bonn?|
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