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Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector

Francisco Jareño, Carlos Esparcia Orcid Logo, Giulia Fantini Orcid Logo

Finance Research Letters, Volume: 67, Start page: 105855

Swansea University Author: Giulia Fantini Orcid Logo

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DOI (Published version): 10.1016/j.frl.2024.105855

Published in: Finance Research Letters
ISSN: 1544-6123
Published: Elsevier BV 2024
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URI: https://cronfa.swan.ac.uk/Record/cronfa67151
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first_indexed 2024-07-23T09:21:52Z
last_indexed 2024-07-23T09:21:52Z
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spelling 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
author_id_str_mv 290e83934e79a0a29aec6575e0f82262
author_id_fullname_str_mv 290e83934e79a0a29aec6575e0f82262_***_Giulia Fantini
author Giulia Fantini
author2 Francisco Jareño
Carlos Esparcia
Giulia Fantini
format Journal article
container_title Finance Research Letters
container_volume 67
container_start_page 105855
publishDate 2024
institution Swansea University
issn 1544-6123
doi_str_mv 10.1016/j.frl.2024.105855
publisher Elsevier BV
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 1
active_str 0
published_date 2024-09-01T15:50:44Z
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