Essays about: "Saraj Huq"

Found 1 essay containing the words Saraj Huq.

  1. 1. Exploring the relationship between ESG and portfolio performance during times of crisis : a study of the Russia-Ukraine war

    University essay from Stockholms universitet/Finansiering

    Author : Saraj Huq; Tiia Erika Jutila; Oscar Sameland; [2022]
    Keywords : ESG Portfolios; Abnormal Returns; Europe; Fama-French three-factor model; CAPM; ESG; Socially Responsible Investing; CSR; Refinitiv Eikon; Russia-Ukraine war; Russian-Ukrainian war; Russo-Ukrainian war; Crisis;

    Abstract : This thesis explores the relationship between Environmental, Social, and Governance (ESG) ratings and portfolio performance in terms of risk-adjusted returns and volatility during times of crisis. A sample of 761 European public companies with a market capitalisation of at least 300 million euros are divided into high and low ESG portfolios based on their ratings. READ MORE