Predictive Power of ESG Factors for DAX ESG 50 Index Forecasting Using Multivariate LSTM
As investors increasingly use Environmental, Social, and Governance (ESG) criteria, a key challenge remains: ESG data is typically reported annually, while financial markets move much faster. This study investigates whether incorporating annual ESG scores can improve monthly stock return forecasts f...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2025-09-01
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| Col·lecció: | International Journal of Financial Studies |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/2227-7072/13/3/167 |
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