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Document type:
Zeitschriftenaufsatz
Author(s):
Sahin, Özge; Bax, Karoline; Paterlini, Sandra; Czado, Claudia
Title:
The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology
Abstract:
Evaluating companies' sustainability embraces environmental, social, and governance (ESG) activities. Data providers assign companies ESG scores as a quantitative measure based on available information. Refinitiv (previously ASSET4) is a key data provider whose scores are used extensively by researchers. However, their ESG scoring methodology allows the ESG scores of the five most recent years to change post-publication without any announcements. Such ESG scores are called non-definitive. Then,...    »
Keywords:
CSR, divergence, ESG scores, optimization, Refinitiv, risk
Dewey Decimal Classification:
510 Mathematik
Journal title:
SSRN Electronic Journal
Year:
2022
Year / month:
2022-01
Quarter:
1. Quartal
Month:
Jan
Pages contribution:
30 pages
Language:
en
Publisher:
Elsevier BV
E-ISSN:
1556-5068
Notes:
Posted: 30 Jan 2022
Status:
Erstveröffentlichung
Date of publication:
01.01.2022
Semester:
WS 21-22
TUM Institution:
Professur für Angewandte Mathematische Statistik
Format:
Text
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