The Case for Integrating ESG into Fixed Income Portfolios
Clare, A. D. 
ORCID: 0000-0002-4180-6778, Keswani, A. ORCID: 0000-0001-9096-7677 & Motson, N. ORCID: 0000-0003-1418-9927 (2024).
The Case for Integrating ESG into Fixed Income Portfolios.
The Journal of Portfolio Management, 50(9),
pp. 152-163.
doi: 10.3905/jpm.2024.1.620
Abstract
In this paper we investigate the possible benefits of integrating ESG considerations into fixed income portfolios. Our initial results indicated that such considerations could have had a significant impact on portfolio returns. Our more formal use of regression analysis demonstrated that the impact on returns was negligible. However, we do find tentative evidence to suggest that enhancing the ESG credentials of a portfolio can lead to a reduction in a portfolio’s tail risk.
| Publication Type: | Article |
|---|---|
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management H Social Sciences > HG Finance |
| Departments: | Bayes Business School Bayes Business School > Finance |
| SWORD Depositor: |
![[thumbnail of ESG investing and corporate bond portfolios - II.pdf]](https://openaccess.city.ac.uk/style/images/fileicons/text.png)
Text
- Accepted Version
This document is not freely accessible due to copyright restrictions.
Export
Downloads
Downloads per month over past year
Metadata
MetadataActions (login required)
Admin Login