Yep. There's a good Cliff Asness post on this: https://www.aqr.com/Insights/Perspectives/Virtue-is-its-Own-Reward-Or-One-Mans-Ceiling-is-Another-Mans-Floor http

Yep. There's a good Cliff Asness post on this: https://www.aqr.com/Insights/Perspectives/Virtue-is-its-Own-Reward-Or-One-Mans-Ceiling-is-Another-Mans-Floor https://www.aqr.com/Insights/Perspectives/Virtue-is-its-Own-.... Increasing expected return for sin stocks is exactly what you want if you're serious about ESG investing.