The paper claims ESG-loser portfolios beat ESG-winner portfolios in pro-ESG regimes using a regime-switching momentum model, but its out-of-sample checks show the strategy fails in equity markets.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
econ.GN 1years
2025 1verdicts
REJECT 1representative citing papers
citing papers explorer
-
Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios
The paper claims ESG-loser portfolios beat ESG-winner portfolios in pro-ESG regimes using a regime-switching momentum model, but its out-of-sample checks show the strategy fails in equity markets.