Performance measurement of ESG-themed megatrend investments in global equity markets using pure factor portfolios methodology

• Helena Naffa ,

  Contributed equally to this work with: Helena Naffa, Máté Fain

  Roles Conceptualization, Data curation, Formal analysis, Funding acquisition, Investigation, Methodology, Project administration, Resources, Software, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

  Affiliation Department of Finance, Corvinus University of Budapest, Budapest, Hungary

  ⨯
• Máté Fain

  Contributed equally to this work with: Helena Naffa, Máté Fain

  Roles Conceptualization, Data curation, Formal analysis, Funding acquisition, Investigation, Methodology, Project administration, Resources, Software, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

  * E-mail: mate.fain@uni-corvinus.hu

  Affiliation Department of Finance, Corvinus University of Budapest, Budapest, Hungary

  https://orcid.org/0000-0002-4828-5880

  ⨯