On ESG: Theory and Empirics

Session: SPECIAL SESSION: On ESG: Theory and Empirics
January 9, 2022 15:45 to 17:45

0:00 - Chair: Stuart Gillan, University of North Texas
0:59 - Anna Pavlova, London Business School
21:01 - Christoph Schiller, Arizona State University
42:49 - Ruixun Zhang, Peking University
58:34 - Lucian Taylor, University of Pennsylvania
1:14:54 - Lukasz Pomorski, AQR Capital Management
1:33:49 - Q&A and Discussion



ESG Confusion and Stock Returns: Tackling the Problem of Noise
By Florian Berg; Massachusetts Institute of Technology
Julian Koelbel; Massachusetts Institute of Technology
Anna Pavlova; London Business School
Roberto Rigobon; Massachusetts Institute of Technology

The Cost of ESG Investing
By Laura Lindsey; Arizona State University
Seth Pruitt; Arizona State University
Christoph Schiller; Arizona State University

Quantifying the Impact of Impact Investing
By Andrew Lo; Massachusetts Institute of Technology
Ruixun Zhang; Peking University

Dissecting Green Returns
By Lubos Pastor; University of Chicago
Robert Stambaugh; University of Pennsylvania
Lucian Taylor; University of Pennsylvania

Sustainable Systematic Credit
By Peter Diep; AQR Capital Management
Lukasz Pomorski; AQR Capital Management
Scott Richardson; AQR Capital Management