Replication Data for: "Constructing the sustainability-risk-free asset for sustainable investments and for multiple-objective capital asset pricing models"

Name: Replication Data for: "Constructing the sustainability-risk-free asset for sustainable investments and for multiple-objective capital asset pricing models"
Creator: Xxxx
Published: 2020-01-01T00:00:00+08:00

Harvard Dataverse2020-01-01 更新2026-04-09 收录

可持续投资资产定价

ESG金融建模

数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/9V79EW 数据链接链接失效反馈

官方服务：

资源简介：

This dataset contains the historical data for paper "Constructing the sustainability-risk-free asset for sustainable investments and for multiple-objective capital asset pricing models". The data is downloaded from database "CRSP" and database "MSCI ESG KLD STATS" via Wharton Research Data Services, \url{https://wrds-web.wharton.upenn.edu/wrds/}, November 14, 2019. The data are in Excel files.

提供机构：

Xxxx

创建时间：

2020-01-01