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Scientific Beta

“Honey, I Shrunk the ESG Alpha”: Risk-Adjusting ESG Portfolio Return

“Honey, I Shrunk the ESG Alpha” - Risk-Adjusting ESG Portfolio Return

In this paper, we show that there is no solid evidence supporting recent claims that ESG strategies generate outperformance. We construct ESG strategies that have been shown to outperform in popular papers

Scientifc Beta

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