Mitigating contagion risk by esg investing

HIGHLIGHTS

  • who: Roy Cerqueti et al. from the Department of Social and Economic Sciences, Sapienza University of Rome, Rome, Italy have published the research: Mitigating Contagion Risk by ESG Investing, in the Journal: Sustainability 2022, 14, 3805. of 23/03/2022
  • what: The authors compare the relative loss of capitalization experienced by high- and low-ranked funds. In more detail, following , the authors define a fund vulnerability index measuring the risk of contagion for a fund in case of financial distress propagating throughout the whole network of funds, and the authors show its relationship with the . . .

     

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