国別ESGスコア、所得調整と国際株式ポートフォリオ配分：研究データセット
Country ESG Scores, Income Adjustment and International Equity Portfolio Allocation: Research Dataset (原題)
REINDOLPH OSEI-ANIM
🤖 gxceed AI 要約
日本語
30カ国・2013〜2022年の国別ESG指標（環境・社会・ガバナンス13指標）と所得調整スコア、国別ETFの月次リターンを統合した研究用データセット。所得水準を調整することで国のESGランキングや投資選択がどう変わるかを検証できる。国際ポートフォリオ配分やリスク調整後リターン、持続可能投資の実証研究を支援する。
English
A research dataset combining country-level ESG indicators (13 environmental, social and governance measures) for 30 countries from 2013-2022, income-adjusted ESG scores, and monthly country ETF returns. It enables analysis of how adjusting for national income changes country ESG rankings and investment selection, supporting empirical work on international portfolio allocation, risk-adjusted returns and sustainable investment.
Unofficial AI-generated summary based on the public title and abstract. Not an official translation.
📝 gxceed 編集解説 — Why this matters
日本のGX文脈において
SSBJ・有報でのESG開示が進む日本では、国別ESG評価と所得バイアスの議論は、日本企業・投資家が新興国投資やESG格付をどう解釈するかに直結する。運用機関の国際分散投資におけるESGスクリーニングの基礎資料となりうる。
In the global GX context
Amid ISSB/CSRD-driven demand for comparable ESG metrics, this dataset highlights income bias in country ESG scores—a key methodological concern for global investors building sustainable portfolios and for rating agencies calibrating sovereign ESG assessments.
👥 読者別の含意
🔬研究者:国別ESG測定の所得バイアスと国際ポートフォリオ配分の実証分析に再利用可能なパネルデータを提供する。
🏢実務担当者:新興国を含む国際分散投資でのESGスクリーニングや所得調整の影響を理解する材料になる。
🏛政策担当者:国別ESG評価の所得依存性は、ソブリンESG格付や持続可能金融政策の設計上の留意点を示す。
📄 Abstract（原文）
This dataset provides country-level environmental, social and governance (ESG) indicators, income-adjusted ESG measures and international equity market information for research on sustainable investment and portfolio allocation.The core dataset covers 30 countries, with 3,600 country-month observations from January 2013 to December 2022. The principal portfolio evaluation period runs from January 2016 to December 2022. The accompanying annual country data contain 3,038 records covering 217 country codes between 2008 and 2021.Country ESG measures are constructed using 13 indicators representing environmental conditions, social development and governance quality. Income-adjusted scores are used to examine differences in country rankings and investment selection after accounting for national income.Financial information includes monthly adjusted-price returns for country equity exchange-traded funds (ETFs), country identifiers, ESG pillar scores, income measures, risk-free returns and global equity benchmark returns. The data draw on World Bank indicators, Yahoo Finance adjusted-price histories and the Kenneth R. French Data Library.The dataset supports research into ESG measurement, international portfolio allocation, country income bias, portfolio diversification, risk-adjusted returns and sustainable investment decisions. It includes a data dictionary, country coverage information and supporting source documentation to assist researchers in interpreting and analysing the observations.The data use revised historical indicator series and do not establish the precise information available to investors at each historical investment date. The package also does not contain the separate 2023 return extension or every intermediate optimisation and bootstrap result reported in the associated study.The dataset is intended for academic research, methodological comparison and further empirical investigation of the relationship between country ESG measurement and investment portfolio decisions.
🔗 Provenance — このレコードを発見したソース
- openalex https://doi.org/10.6084/m9.figshare.34946737first seen 2026-11-10 05:12:10 · last seen 2026-11-14 05:21:37
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