Data

Aggregate ESG Portfolio and Revealed-Preference ESG Scores

This is the aggregate portfolio held by all ESG mutual funds. Portfolio weights are constructed as the sum of total dollar holdings held by ESG funds divided by their aggregate assets under management. Revealed-Preference ESG Scores are then simply given by the deviation of the aggregate ESG portfolio from the aggregate mutual fund portfolio.

Link to Data: ESG_Portfolio.csv

Total ESG Flows

These are total flows into the aggregate ESG portfolio by all institutions (banks, pension funds, mutual funds, investment advisors, insurance companies and other 13F investors). The data are reported quarterly and denoted in million USD. See "Flow-Driven ESG Returns" for Details.

Link to Data: ESG_Flows.csv