The ESG dilemma in emerging markets: Performance, uncertainty, and market turbulence

Abstract This study examines the risk-return dynamics of equity funds in emerging markets with five- and one-globe ratings from Morningstar, with a focus on Brazil, Chile, India, Mexico, and South Korea. This research contributes to the growing body of literature on funds of funds (FoFs) in emerging...

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Bibliografiske detaljer

Principais autores:	Clara Monteiro Pérez Casartelli, Marcelo Cabus Klotzle, Paulo Vitor Jordão da Gama Silva
Format:	Artigo
Sprog:	Inglês
Udgivet:	Universidade de São Paulo 2026-01-01
Serier:	Revista Contabilidade & Finanças
Fag:	ESG funds emerging markets Fama-French models Markov switching uncertainty
Online adgang:	http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1519-70772025000300803&lng=en&tlng=en
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