Essays about: "Carl Helldén"

Found 1 essay containing the words Carl Helldén.

  1. 1. Stockholm Stock Exchange and Environmental Rating – A Multifactor Analysis

    University essay from Göteborgs universitet/Graduate School

    Author : Carl Helldén; Julia Lamers; [2022-06-29]
    Keywords : ESG; Environmental; asset pricing models; screening strategies;

    Abstract : The thesis investigates if investors can generate positive abnormal performance by investing in Environmental high-rated stocks on the Stockholm stock exchange based on three screening strategies; positive, negative and best-in-class for value-weighted, long-only and long-short portfolios. The sample is between 2010-2020, using CAPM, Fama-French three factor model and Carhart four factor model. READ MORE