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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Prif Awduron:	Manuel Rosinus, Jan Lansky
Fformat:	Artigo
Iaith:	Inglês
Cyhoeddwyd:	MDPI AG 2025-09-01
Cyfres:	International Journal of Financial Studies
Pynciau:	financial markets econometrics forecast machine learning LSTM ESG
Mynediad Ar-lein:	https://www.mdpi.com/2227-7072/13/3/167
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!