beandeau>
The Allure of ESG: Do Sustainable ESG Investments Truly Attract Fund Investors? Insights from New Portfolio Analysis
You Zhou  1@  , Wanling Rudkin  2@  , Charlie X Cai  3@  
1 : Leeds University Business School, University of Leeds
2 : University of Exeter Business School, University of Exeter
3 : University of Liverpool Management School, University of Liverpool

This paper examines if equity funds' investment in environment, social, and governance (ESG) affects their capital flows and performance. Utilizing a novel fund-level ESG metric, we find that fund-portfolio-level ESG negatively attracts money inflows, this effect is more pronounced for unsophisticated investors. Also, stocks with high ESG scores tend to underperform, while funds with more ESG investment do not generate inferior performance. It suggests that fund managers process active skills to cover the cost of ESG investment and may find the optimal level of it in their portfolios. Further tests show that the skills of fund managers with more ESG investment may be attributed to their experienced ESG information in stock investment. Our results also provide new insights into the mechanisms behind investing in socially responsible funds.


Loading... Loading...