Essays about: "Raihan Hasan"

Found 1 essay containing the words Raihan Hasan.

  1. 1. Parametric portfolio policies with ESG -There is no cost

    University essay from Göteborgs universitet/Graduate School

    Author : Raihan Hasan; Otilia Esping; [2022-06-29]
    Keywords : Sustainable investment; ESG; Parametric portfolio policy; Generalized autoregressive score GAS ;

    Abstract : We propose an investment strategy with the potential for investors to gain a stronger environmental, social, and corporate governance (ESG) profile without a negative impact on performance. Specifically, we study the performance of a parametric portfolio policy when utilizing ESG score and ESG momentum characteristics in addition to value and momentum, in contrast to utilizing value and momentum only. READ MORE