Essays about: "Frej Örnberg"

Found 1 essay containing the words Frej Örnberg.

  1. 1. Environmental Impact and Stock Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Frej Örnberg; [2020]
    Keywords : Sustainability; ESG; Sharpe ratios; Portfolios; Stocks; Business and Economics;

    Abstract : 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