Evidence on the link between value and sustainable investing

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Type and Duration

FFF-Förderprojekt, September 2016 until August 2018 (finished)

Coordinator

Chair in Business Administration, Banking and Financial Management

Main Research

Wealth Management

Field of Research

Banking and Finance

Description

The research project at hand can generally be assigned to the field of fundamental investment management and combines non-financial issues in the form of ESG factors with the classical financially-based fundamental analysis to derive investment decisions. The implications of this research project are multifold and are of relevance for both academia and practice.

Keywords

Sustainability, fundamental analysis, risk factors, asset pricing

Principal Investigator

Dr. Lars Kaiser

Project Collaborators

Prof. em. Dr. Marco J. Menichetti

Florian Schaller, MSc

Sponsor

  • Forschungsförderungsfonds der Universität Liechtenstein

Publications

  • Kaiser, L. (2020). ESG Integration: Value, Growth and Momentum. Journal of Asset Management, 21(1), 32-51. (ABDC_2022: B; ABS_2021: 2; VHB_3: B)

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  • Kaiser, L., & Schaller, F. (2019). Environmentally (Un-) Friendly Portfolio Construction. Journal of Investment Consulting, 19(1), 43-52.

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  • Kaiser, L. (2019). ESG Integration: Value, Growth and Momentum. Presented at the 3rd Conference on CSR, the Economy and Financial Markets, Dusseldorf, Germany.

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  • Kaiser, L. (2018). ESG Integration: Value, Growth and Momentum. Presented at the 17th Colloquium on Financial Markets, Cologne (Germany).

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  • Kaiser, L. (2018). ESG Integration: Value, Growth and Momentum. Presented at the Frontiers of Factor Investing, Lancaster (UK).

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  • Kaiser, L. (2018). ESG Integration: Value, Growth and Momentum. Presented at the INQUIRE Europe Autumn Seminar, Budapest (Hungary).

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  • Kaiser, L. (2017). Style, Momentum and ESG Investing. Presented at the Green Summit 2017 - Sustainability Forum Liechtenstein, Vaduz, Liechtenstein.

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  • Kaiser, L. (2017). Style, Momentum and ESG Investing. Presented at the Green Summit 2017 - Sustainability Forum Liechtenstein, Vaduz, Liechtenstein.

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  • Kaiser, L. (2017). Style, Momentum and ESG Investing. Presented at the 32. Workshop der Austrian Working Group on Banking and Finance, Obergurgl, Austria.

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  • Kaiser, L. (2017). Style, Momentum and ESG Investing. Presented at the 2017 Paris Financial Management Conference, Paris, France.

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