Essays about: "carhart four-Factor Model"
Showing result 11 - 15 of 66 essays containing the words carhart four-Factor Model.
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11. Stockholm Stock Exchange and Environmental Rating – A Multifactor Analysis
University essay from Göteborgs universitet/Graduate SchoolAbstract : The thesis investigates if investors can generate positive abnormal performance by investing in Environmental high-rated stocks on the Stockholm stock exchange based on three screening strategies; positive, negative and best-in-class for value-weighted, long-only and long-short portfolios. The sample is between 2010-2020, using CAPM, Fama-French three factor model and Carhart four factor model. READ MORE
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12. How to choose green?
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This paper investigates if there is any difference between active managed funds and passive managed funds in regard to their risk-adjusted return. The thesis focuses on Swedish sustainable funds that invest in accordance with the ESG (environmental, governance and social) criteria during the time period 2011-2021. READ MORE
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13. ESG Portfolios in Different Markets - Investigating the Relationship Between ESG Performance and Financial Performance
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : By applying one of the largest datasets on ESG ratings to date with around 8000 companies included during the sample period between 2006-2021. This paper investigates the increasingly popular link between firms’ social and financial performance and the potential abnormal returns to be found using ESG investment strategies. READ MORE
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14. Negative Screening : an analysis of the cost or benefit related to screening on industries
University essay from Uppsala universitet/Företagsekonomiska institutionenAbstract : This thesis studies the increasingly prevalent concept of sustainability in a financial context. Specifically, the question as to whether negative screening implies a cost or a benefit from an investor perspective is derived from past research’s inconclusive findings. READ MORE
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15. Are ESG investments a sustainable investing strategy?
University essay from Göteborgs universitet/Graduate SchoolAbstract : Sustainable investments are rapidly growing, and screening of Environmental, Social, and Governance (ESG) scores is a popular method to assess sustainable companies. With the increased usage of this method, the question arises; is screening of ESG scores a sufficient method to allocate investments to companies with top sustainable performance? This study investigates the relation between ESG scores and sustainable performance in the S&P 500 over five years from January 2015 to December 2019. READ MORE