Essays about: "ESG-Sharpe Ratio frontier"

Found 2 essays containing the words ESG-Sharpe Ratio frontier.

  1. 1. Constructing the ESG-Sharpe ratio frontier for ESG screened Portfolios

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Christian Vujic; Linus Bäckbro Kuusisto; [2023]
    Keywords : ESG- Sharpe ratio frontier;

    Abstract : .... READ MORE

  3. 2. Responsible Investing: Costs and Benefits. A Cross-Country Study in Europe.

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Shayan Meskinimood; [2021]
    Keywords : Responsible investing; Environmental awareness; Portfolio performance; ESG-Sharpe Ratio frontier; ESG-adjusted CAPM.; Business and Economics;

    Abstract : This study employs the ESG-Sharpe Ratio frontiers framework and the ESG-adjusted CAPM model, introduced by Pedersen et al. (2020), to identify the costs and benefits of responsible investing and investigate the relationship between the environmental, social, and governance (ESG) issues and portfolio performance in different countries across Europe. READ MORE