Seminar 217, Risk Management: "From Chatter to Action: An Index of Sustainability Sentiment" (Online)

Seminar 217, Risk Management: "From Chatter to Action: An Index of Sustainability Sentiment" (Online)

Risk Seminar
Nov 2, 2021, 11:00 AM - 12:30 PM | Online via Zoom | Happening As Scheduled
Daniele Ballinari, University of Basel (Speaker - Featured)

ABSTRACT: Investments in sustainable assets have grown at a rapid pace over the last decade, amounting to a third of assets under management in the US today. Theoretical models partially attribute this increase to changes in investor taste for sustainability. We introduce a novel, market-wide measure of investor sentiment for sustainability and present evidence that it has a significant impact on...