The Downside of Being Responsible: Corporate Social Responsibility and Tail Risk

This paper assesses the relationship between corporate social responsibility (CSR) and downside equity tail risk, a field of research that is underdeveloped at this moment. Using global equities data over the period of January 2003 to December 2011, inclusive, the downside tail risk of each company...

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Bibliographic Details
Authors: Diemont, Dolf (Author) ; Moore, Kyle (Author) ; Soppe, Aloy (Author)
Format: Electronic Article
Language:English
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Published: Springer Science + Business Media B. V 2016
In: Journal of business ethics
Year: 2016, Volume: 137, Issue: 2, Pages: 213-229
Further subjects:B C33
B Corporate social responsibility
B G32
B Tail risk
B G34
B Risk Management
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