Sebastian Utz

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

15

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2,761

SSRN CITATIONS
Rank 34,366

SSRN RANKINGS

Top 34,366

in Total Papers Citations

15

CROSSREF CITATIONS

9

Scholarly Papers (15)

1.

Where and When Does It Pay to Be Good? A Global Long-Term Analysis of ESG Investing

26th Australasian Finance and Banking Conference 2013
Number of pages: 29 Posted: 17 Aug 2013 Last Revised: 08 Oct 2013
University of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 765 (40,738)
Citation 5

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2.

The Effect of the Japan 2011 Disaster on Nuclear and Alternative Energy Stocks Worldwide: An Event Study

BuR Business Research Journal, Vol. 5, No. 1, pp. 25-41, May 2012
Number of pages: 17 Posted: 22 May 2012 Last Revised: 24 May 2012
Robert Ferstl, Sebastian Utz and Maximilian Wimmer
Oesterreichische Nationalbank (OeNB), University of St. Gallen - School of Finance and University of Regensburg
Downloads 379 (97,958)
Citation 1

Abstract:

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Fama-French model, Fukushima-Daiichi, bootstrap, event study, nuclear accidents

3.

Omega-CVaR Portfolio Optimization and Its Worst Case Analysis

OR Spectrum, 2017, Volume 39, Number 2, pp 505-539
Number of pages: 34 Posted: 28 Jan 2016 Last Revised: 24 Jan 2018
Amita Sharma, Sebastian Utz and Aparna Mehra
Indian Institute of Technology Delhi - Department of Mathematics, University of St. Gallen - School of Finance and Department of Mathematics, Indian Institute of Technology Delhi
Downloads 232 (164,110)
Citation 1

Abstract:

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Omega ratio, Conditional value-at-risk, Robust portfolio optimization, Modified Sharpe ratio, Value-at-risk

4.

Patience Pays Off - Financial Long-Term Benefits of Sustainable Management Decisions

Number of pages: 57 Posted: 05 Dec 2014
University of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 219 (173,419)
Citation 2

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Investment, Corporate Social Performance, BHAR, Abnormal Returns, Market Efficiency

5.

Corporate Scandals and the Reliability of ESG Assessments: Evidence from an International Sample

Review of Managerial Science, 2019, 13, 483-511.
Number of pages: 47 Posted: 31 Jan 2018 Last Revised: 27 Jul 2020
Sebastian Utz
University of St. Gallen - School of Finance
Downloads 190 (199,575)
Citation 4

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Corporate social responsibility, ESG rating, CSR scandals, ESG reliability

6.

German Mittelstand Bonds: Yield Spreads and Liquidity

Number of pages: 24 Posted: 16 Oct 2015
Sebastian Utz, Martina Weber and Maximilian Wimmer
University of St. Gallen - School of Finance, University of Regensburg - Department of Finance and University of Regensburg
Downloads 181 (206,331)
Citation 2

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German Mittelstand Bond, Liquidity, Yield Spread, SME, Minibonds

7.

Over-Investment or Risk Mitigation? Corporate Social Responsibility in Asia-Pacific, Europe, Japan, and the United States

Review of Financial Economics, Review of Financial Economics, 2018, 36(2), 167–193 https://doi.org/10.1016/j.rfe.2017.10.001
Number of pages: 56 Posted: 01 Jun 2016 Last Revised: 27 Jul 2020
Sebastian Utz
University of St. Gallen - School of Finance
Downloads 178 (209,342)
Citation 1

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Corporate social responsibility, stock synchronicity, stock price crash risk

8.

The Pricing of Green Bonds: External Reviews and the Shades of Green

Review of Managerial Science, forthcoming
Number of pages: 43 Posted: 08 Sep 2020 Last Revised: 25 Feb 2021
Gregor Dorfleitner, Sebastian Utz and Rongxin Zhang
University of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 176 (211,368)

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Green Bond Premium, External Review, Second-Party Opinion, Shade of Green, Climate Finance, Impact Investing

9.

UN PRI Signatories' Ethics: Walk the Talk or Talk the Talk? Serious Ethical First Movers vs. Late Free Riders

Number of pages: 36 Posted: 03 Jun 2019
University of Kassel - Economics, University of St. Gallen - School of Finance, University of St. Gallen and University of Kassel - Economics
Downloads 131 (269,185)
Citation 1

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Principles for Responsible Investment, Event study, Propensity score matching

10.

The Impact of Corporate Social and Environment Performance on Credit Rating Prediction: North America versus Europe

Journal of Risk (Forthcoming)
Number of pages: 37 Posted: 29 Apr 2020
University of Regensburg - Department of Finance, University of Regensburg - Department of Finance and University of St. Gallen - School of Finance
Downloads 128 (273,848)
Citation 1

Abstract:

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Credit risk, Credit ratings prediction, Corporate social performance, Risk mitigation

11.

Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits

Fauser, Daniel V. and Utz, Sebastian, Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits (15 April 2021). Financial Analysts Journal, 2021, 77(2): 43-65.
Number of pages: 48 Posted: 06 Jan 2021 Last Revised: 15 Aug 2021
Daniel V. Fauser and Sebastian Utz
University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
Downloads 106 (313,296)

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Litigation risk, corporate social performance, investment strategy, risk management, ESG, event study

12.

Factor Exposures and Diversi Cation: Are Sustainably-Screened Portfolios Any Different?

Gougler, A., Utz, S. FactorExposures and Diversification: Are Sustainably Screened Portfolios Any Different? Financial Markets and Portfolio Management (2020). https://doi.org/10.1007/s11408-020-00354-4
Number of pages: 41 Posted: 04 Sep 2020
Arnaud Gougler and Sebastian Utz
affiliation not provided to SSRN and University of St. Gallen - School of Finance
Downloads 60 (436,449)

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Sustainable portfolios, Portfolio diversification, ESG Scores, Screening approaches, Idiosyncratic risk

13.

Sustainability in Supplier Selection and Order Allocation: Combining Integer Variables with Markowitz Portfolio Theory

Journal of Cleaner Production, doi: 10.1016/j.jclepro.2018.12.315
Number of pages: 28 Posted: 07 Jan 2019 Last Revised: 27 Jul 2020
Florian Kellner and Sebastian Utz
University of Regensburg - Faculty of Business, Economics & Information Systems and University of St. Gallen - School of Finance
Downloads 11 (702,709)
Citation 1

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Supplier Selection, Order Allocation, Multi-Criteria Decision Making, Graphical Decision Support Application, Sustainability, Supply Risk

14.

A Posteriori Decision Support Methodology for Solving the Multi-Criteria Supplier Selection Problem

European Journal of Operational Research, doi: 10.1016/j.ejor.2018.06.044
Number of pages: 39 Posted: 19 Jan 2017 Last Revised: 27 Jul 2020
Florian Kellner, Bernhard Lienland and Sebastian Utz
University of Regensburg - Faculty of Business, Economics & Information Systems, University of Regensburg and University of St. Gallen - School of Finance
Downloads 5 (749,887)
Citation 1

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Supply chain management, Supplier selection, Sustainability, Logistics, Decision support systems

15.

Capital-Market Effects of ESG Scores: Evidence From a Quasi-Natural Experiment

Posted: 16 Oct 2020
Julia Meyer, Luca Maria Schüpbach and Sebastian Utz
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, CSP and University of St. Gallen - School of Finance

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ESG information, capital-market effects, stock market reaction, event study, difference-in-differences