Essays about: "Sustainability ratings"

Showing result 1 - 5 of 47 essays containing the words Sustainability ratings.

1. 1. Unveiling the Impact of ESG Ratings on Risk-Adjusted Returns : Evidence from European Companies

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : David Melin; Otta Alexander; [2023]
   Keywords : ESG; Sustainability; Risk-adjusted return; Risk factor; Factor model; Portfolio; Europe;

   Abstract : This study uses a sample of 600 companies from Europe to investigate the risk-adjusted returns of four portfolios with high and low ESG ratings between 2011 and 2021. Four asset pricing models and additional measures for risk and return are tested on different portfolio weights. READ MORE

3. 2. An Analysis of the Swedish Real  Estate Bond Market:  Characteristics, Opportunities, and  Risks : A combination of a qualitative and quantitative study

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Hanna Landstedt; Mikaela Kulti; [2023]
   Keywords : Real Estate Bond; Bond Issuance; Bond Maturities; Credit Risk; Investment Grade; High Yield; Corporate Bond Market; Real Estate Bond Market; Fastighetsobligation; Utställande av obligationer; Obligationslöptid; Kreditrisk; Högränteobligationer; Företagsobligationsmarknaden; Fastighetsobligationsmarknaden;

   Abstract : In the aftermath of the 2008 financial crisis, the debt capital market in Sweden experienced rapid growth, resulting in a doubling of its size. In recent years, real estate companies have become increasingly dependent on financing through the capital markets. READ MORE

4. 3. How Venture Capital Could Use Large Language Models to Screen Sustainability Impact Startups

   University essay from Lunds universitet/Miljö- och energisystem

   Author : Måns Vilhelm Tivenius; Karl-Gustav Elf; [2023]
   Keywords : Large Language Models; Venture Capital; Impact Investing; Prompt Engineering; GPT-4; ChatGPT; Impact; Sustainability; Artificial Intelligence; Startup success; Impact startup; Impact measurement; Screening; AI for good; Technology and Engineering;

   Abstract : This study investigates the potential of large language models (LLMs), such as ChatGPT, to aid venture capitalists in the screening of startups that maximize sustainability impact. To determine the scope that maximizes impact for venture capitalists' and to identify effective screening criteria, the study utilized theoretical research and interviews. READ MORE

5. 4. Constructing a Social Profitability Index: Socially Responsible Investing in Electric Utilities

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Odessa Bäckfors; Ebba Jernmark Burrows; [2023]
   Keywords : Socially responsible investing; Social Profitability Index; Sustainability ratings; Shareholder activism; Renewable electricity;

   Abstract : Building on a theory about the Social Profitability Index (SPI), this paper is the first to construct an SPI in practice ranking investment opportunities based on social and financial returns within the electric utility industry. The social return is the investor-preference weighted social gain from avoiding carbon emissions by changing to renewable production technology in a firm. READ MORE

6. 5. Drivers of Institutional ESG Investing

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Lars Sjöbom; [2023]
   Keywords : ESG; ESG investments; Financial Institutions; Banks; Institutional investors; Sustainability; EU Taxonomy; ESG; ESG investeringar; Finansiella institutioner; Banker; Institutionella investerare; Hållbarhet; EU taxonomi;

   Abstract : This study analyzes the factors that influence environmental, social, and governance (ESG) investments in the Nordic region from the perspectives of institutional investors. The study aims to understand key drivers of ESG investments for institutional investors. READ MORE