Essays about: "Frej Örnberg"
Found 1 essay containing the words Frej Örnberg.
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1. Environmental Impact and Stock Returns
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Objective: The objective of this study is to examine whether more environmentally sustainable stocks exhibit higher risk-adjusted returns than less sustainable stocks. Method: The question is examined through two-sided significance tests, comparing daily Sharpe ratios for pairwise portfolios consisting of the top and the bottom quantiles of companies as ranked by several sustainability metrics. READ MORE
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