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Details

Responsible Investing and Stock Allocation

Type
conference paper
Date Issued
2021-01-01
Author(s)
Stefano Ramelli  
;
Marie Brière
Abstract
We analyze the portfolio choices of approximately 913,000 active participants in employee saving plans in France. Looking at the cross-section of equity exposure, we find that the inclusion of responsible equity options in the menu of available funds is associated with a 2.1% higher equity allocation by plan participants. Compared to an average equity asset allocation of 12.1%, it represents a material increase (17% in relative terms). Difference-in-differences analyses confirm that the introduction of a responsible equity option to a saving plan is followed by an increase of 7.2% in participants' appetite for stocks, contrary to what happens with conventional equity funds.
Language
English (United States)
Keywords
JEL Classification: A13
D14
G11
G41
G50 Behavioral finance
investor preferences
sustainable finance
Official URL
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3853256
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/117301
File(s)
Thumbnail Image

open.access

Name

BrièreRamelli2020_SustainableInvestingAssetAllocation.pdf

Size

551.24 KB

Format

Adobe PDF

Checksum (MD5)

98935c4cb12606d7bce89a800787a174

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