Essays about: "ESG Risk Score"

Showing result 21 - 25 of 41 essays containing the words ESG Risk Score.

  1. 21. Differences in risk-adjusted return between conventional and sustainable funds : a study of the swedish fund market

    University essay from SLU/Dept. of Economics

    Author : Adrian Michaelsson; Edward Svensson; [2021]
    Keywords : Wavelet Coherence Analysis; risk-adjusted return; sustainable funds; conventional funds; ESG; COVID-19;

    Abstract : Sustainable investments have received increased interest all over the world amongst institutional and private investors. The number of funds investing in securities according to their ESG characteristics is a constantly growing part of the market. READ MORE

  3. 22. Examining Inclusion of a Sustainability Criterion in Portfolio Optimization - Could an Investor Benefit from it?

    University essay from KTH/Matematik (Avd.)

    Author : Amin Klai; [2021]
    Keywords : Financial Mathematics; Portfolio Optimization; Sustainability; Finansiellmatematik; Portföljteori; Hållbarhet;

    Abstract : In today's society sustainability has become an important subject and has an impact on various sectors. Corporations include sustainability in their corporate strategy, which further affects the field of corporate finance. This has lead to a new insight among investors to include a sustainability criterion in their investment processes. READ MORE

  4. 23. A European CSR study about the deviation of valuation

    University essay from Umeå universitet/Företagsekonomi

    Author : Pontus Persson; Tatiana Dykina; [2021]
    Keywords : “ESG”; “sustainability”; “CSR”; “Market value”; “intrinsic value”; “Beta”; “CAPM”; “Cost of Equity”; “residual earning”;

    Abstract : For the last decades, public authorities and private firms have emphasized their focus on integrating sustainability into corporate disclosure. The shift towards CSR instead of the traditional profit maximization narratives is evident in increased demand among various stakeholders for sustainability awareness. READ MORE

  5. 24. The ESG Dilemma

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Marcus Galli; Lamin K Darboe; [2021]
    Keywords : Sustainable Investing; SRI; ESG;

    Abstract : Investing with the purpose of doing good has been gaining a lot of momentum in the past few years. Leading to increased investments in exchange traded products, mutual funds and equities with higher levels of ESG score both in developed and developing countries. READ MORE

  6. 25. Sustainability scores for portfolio performance

    University essay from KTH/Matematisk statistik

    Author : Felix Stern; [2020]
    Keywords : ESG; financial mathematics; Co2; sustainability; portfolio optimization; sustainable investment; ESG; Co2; finansiell matematik; hållbarhet; hållbara portföljer; portfölj optimering;

    Abstract : In this thesis, the traditional methods of only using ESG scores to screen stocks for sustainable portfolios is broadened. The selection of securities for portfolios will instead depend on aggregation, weighting and normalization of a wider set of sustainability variables, in turn creating more all-encompassing sustainability scores. READ MORE