Essays about: "ESG"

Showing result 1 - 5 of 97 essays containing the word ESG.

  1. 1. Enhancing ESG-Risk Modelling - A study of the dependence structure of sustainable investing

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Edvin Berg; Karl Wilhelm Lange; [2020]
    Keywords : ESG; Sustainable Investing; Dependency Structure; Correlation; Risk; Random Matrix Theory; Eigenvalue; Eigenvalue Decomposition; Minimum Variance Portfolio; ESG; Hållbar Investering; Beroendestruktur; Korrelation; Stokastisk Matristeori; Egenvärden; Egenvärdes Dekomposition; Minimal Variansportfölj;

    Abstract : The interest in sustainable investing has increased significantly during recent years. Asset managers and institutional investors are urged to invest more sustainable from their stakeholders, reducing their investment universe. READ MORE

  2. 2. A comparison of sin- and ethical stocks’ performance on the Swedish equity market: with focus on the impact of liquidity, institutional ownership, firm age and equity on the difference in excess returns between sin- and ethical stocks.

    University essay from Göteborgs universitet/Graduate School

    Author : Henrik Leimalm; Ludwig Olofsson; [2019-08-09]
    Keywords : Sin stocks; ESG stocks; Sweden; OMXSPI; stakeholder theory; shareholder theory; efficient market hypothesis; excess return; CAPM; liquidity; institutional ownership; firm age; book value of equity;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  3. 3. The Effect of ESG on a Global Fund Market - Integrating Environmental, Social and Governance (ESG) in the investment strategy: A Global Market Research

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Hanna Björkman; Michael Erlandsson; [2019-07-12]
    Keywords : ESG; global funds; environmental responsibility; social responsibility; corporate governance; responsible investments; impact investments; Morningstar;

    Abstract : This paper investigates the different performances of global funds when implementing an ESG-strategy during the period 2013 to 2018. Using the from Morningstar Direct, consisting of return, Morningstar Sustainability Rating, Morningstar Portfolio Sustainability Score, Portfolio Controversy level and Environmental-, Social-, and Governance- Score, we conduct the regression analysis using the Fama French Carhart model. READ MORE

  4. 4. ESG and Economics Performances - From a shareholder and a stakeholder perspective in Sweden and Norway

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Malin Setterström; Sara Sköldberg Lindgren; [2019-07-11]
    Keywords : Sustainability; ESG score; Stock Return; Return on Assets; Shareholder Theory; Stakeholder Theory; OMX30; OBX;

    Abstract : ESG and Economics Performances - From a shareholder and a stakeholder perspective in Sweden and Norway.... READ MORE

  5. 5. Ethical Fund Performance - A matched pair analysis of the Swedish fund market

    University essay from

    Author : Jesper Lundgren; Robin Olin; [2019-07-05]
    Keywords : ESG; Mutual funds; Swedish Fund Market;

    Abstract : This thesis investigates the effect of ethics on the performance of Swedish funds over the years 2009-2018. Through the use of environmental, social, and governance (ESG) score, this study distinguishes ethical funds from the less ethical funds. READ MORE