Ethical volatility: how CSR ratings and returns might be changing the world of risk

Michael Mainelli

Journal of Risk Finance2004https://doi.org/10.1108/bs.2004.26512aab.003article
AJG 1
Weight
0.42

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https://doi.org/https://doi.org/10.1108/bs.2004.26512aab.003

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@article{michael2004,
  title        = {{Ethical volatility: how CSR ratings and returns might be changing the world of risk}},
  author       = {Michael Mainelli},
  journal      = {Journal of Risk Finance},
  year         = {2004},
  doi          = {https://doi.org/https://doi.org/10.1108/bs.2004.26512aab.003},
}

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Ethical volatility: how CSR ratings and returns might be changing the world of risk

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Evidence weight

0.42

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.25 × 0.4 = 0.10
M · momentum0.65 × 0.15 = 0.10
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.