Essays about: "ESG-ratings"

Showing result 1 - 5 of 15 essays containing the word ESG-ratings.

  1. 1. Clean and green, but what does it mean?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Konstenius; Henning Welin; [2021]
    Keywords : Socially responsible investing; ESG-ratings; M A; merger strategy; multivariate regression; Business and Economics;

    Abstract : The aim of this paper is to study what role sustainability commitments of the target company have on merger strategies by studying bid premiums determinants between the years 2000 and 2020. The paper uses multivariable regression models that include, among other variables, the degree the target company commits to sustainability and the difference in how much the target and the acquirer commit to sustainability. READ MORE

  2. 2. Financial Characteristics of Firms With High ESG Scores

    University essay from Göteborgs universitet/Graduate School

    Author : Frans Englich; Oscar Gedda; [2020-07-07]
    Keywords : CSR; ESG; CFP; CSP; sustainability;

    Abstract : MSc in Finance.... READ MORE

  3. 3. 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

  4. 4. Environmental, Social and Governance-Ratings and Risk in Sweden

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Fredrika Engström; Sanna Martinsson; [2020]
    Keywords : Corporate Social Responsibility; ESG-rating; Volatility; Beta; Idiosyncratic Risk; Sweden; Utility Theory; Modern Portfolio Theory; Stakeholder Theory;

    Abstract : Sustainability and Corporate Social Responsibility (CSR) are increasingly important subjects in today's society. To measure a company's Corporate Social Performance (CSP); the ESG-rating has been developed throughout the years. READ MORE

  5. 5. How is ESG Affecting Stock Returns? A Portfolio- and Panel Data Analysis of US Firms in the S&P 500

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Per Jonas Partapuoli; Charlotte Breitz; [2020]
    Keywords : ESG; HML; S P 500; Momentum; Fama-French Five-factor Model; Portfolio Analysis; Panel Data Analysis; Sustainable Investing; Great Financial Crisis; Business and Economics;

    Abstract : The last two decades, socially responsible investing has emerged such that there is a value in itself to invest responsibly. This paper analyzes the relationship between Environmental, Social, Governance (ESG) and stock returns, and investigate if any of these three individual pillars have a more significant impact during the period 2005 – 2018. READ MORE