Essays about: "Score-weighted Index"

Found 1 essay containing the words Score-weighted Index.

  1. 1. Environmentally Responsible Investing in the Nordic Stock Market

    University essay from Göteborgs universitet/Graduate School

    Author : Michael Agyapong Boateng; [2016-12-22]
    Keywords : Responsible Investing; Positive Screening; Decarbonization; Value-at-Risk; Expected Shortfall; Score-weighted Index;

    Abstract : The study uses positive screening technique to select equities with high environmental scores in the Nordic Stock market. Variant portfolios of the top 10 to 40 stocks were formed using di↵erent weighting schemes and their returns and risk measures compared to that of the OMX Nordic 40 Index. READ MORE