Essays about: "Sin Stocks"

Showing result 6 - 10 of 48 essays containing the words Sin Stocks.

  1. 6. Sustainable Investments The effect of ESG and the EU Taxonomy on Nordic stock returns

    University essay from KTH/Matematisk statistik

    Author : Victoria Dinic; Elin Hartman; [2023]
    Keywords : ESG; EU Taxonomy; Return on investment ROI; Regression analysis; Environmental; Social; Governance; ESG; EU Taxonomin; Total avkastning; Regressionsanalys; Miljö; Socialt; Bolagsstyrning;

    Abstract : This study analyzes if there is a connection between ESG - which stands for Environmental, Social and Governance, and stock returns over time. The study also analyzes how integrating ESG can impact a company’s competitiveness long term. This is done by researching the following two research questions:1. READ MORE

  3. 7. Scenario Generation for Stress Testing Using Generative Adversarial Networks : Deep Learning Approach to Generate Extreme but Plausible Scenarios

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Jonas Gustafsson; Conrad Jonsson; [2023]
    Keywords : Machine Learning; Generative Adversarial Network GAN ; Wasserstein Generative Adversarial Network WGAN ; Scenario Generation; Stress Testing; Central Counterparty Clearing;

    Abstract : Central Clearing Counterparties play a crucial role in financial markets, requiring robust risk management practices to ensure operational stability. A growing emphasis on risk analysis and stress testing from regulators has led to the need for sophisticated tools that can model extreme but plausible market scenarios. READ MORE

  4. 8. Sin Stocks: An Analysis of the Sin Premium in the US, European, and Asia-Pacific Markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Tizian Widmer; Tim Scholl; [2023]
    Keywords : Sin Stocks; Factor Models; USA; Europe; Asia-Pacific; Business and Economics;

    Abstract : This thesis aims to explain the return of so-called sin stocks, which include businesses operating in the alcohol, tobacco, gambling, weapon, and oil & gas industries. Due to their negative public perception, these stocks are anticipated to yield a sin premium. READ MORE

  5. 9. Combining GHG Emissions and Soil Carbon Changes as a Single Metric to Evaluate Agricultural Policy Promoting Biomass for Biofuels

    University essay from Lunds universitet/Miljövetenskaplig utbildning; Lunds universitet/Centrum för miljö- och klimatvetenskap (CEC)

    Author : Malin Lane; [2022]
    Keywords : Gräsvallar; klimatpåverkan; kolinlagring; jordbruk; biomassa; biobränslen.; Earth and Environmental Sciences;

    Abstract : Incorporating a multi-year grass ley into an arable crop rotation can increase soil organic carbon stocks, reduce carbon emissions and provide feedstock for biogas. This thesis set out to study how a policy promoting agricultural biomass for biogas impacts GHG emissions and carbon sequestration on a regional level over a temporal scale of 20 years. READ MORE

  6. 10. Are Sin Stocks Worth the Sin?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Theodor Stenmo; Alexander Hjorth; [2022]
    Keywords : Sin stocks; Excess returns; Unethical investing; U.S. market; Rocially responsible investing;

    Abstract : In this paper, we empirically test whether sin stocks outperform the financial market in the United States. The time period studied is from 2007-2021. We create a portfolio of all the publicly traded U.S. READ MORE