Essays about: "environmental risk"

Showing result 11 - 15 of 1149 essays containing the words environmental risk.

1. 11. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Benjamin Javidi; Malin Larsson; [2023-08-25]
   Keywords : Capital Asset Pricing Model CAPM ; Fama-French three-factor model; ESG; Sharpe ratio; OLS Regression Analysis; Modern Portfolio Theory;

   Abstract : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. READ MORE

3. 12. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios

   University essay from

   Author : Alexander Olsson; Jonathan Taimory; [2023-07-06]
   Keywords : Risk-adjusted Returns; Investment Styles; Environmental; Social and Governance ESG ;

   Abstract : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. READ MORE

4. 13. The Sustainable Era - The Excess Return on Swedish Sustainable Global Equity Funds

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Kristoffer Holmgren; Måns Hurtigh; [2023-07-03]
   Keywords : Fama-French; ESG; Morningstar; Morningstar Globe Rating; funds; global equity funds; sustainability; excess return;

   Abstract : This thesis explores the relationship between the performance of Swedish global equity funds and the level of sustainability, as measured by the Morningstar Globe Rating, using a Fama-French six-factor model, globe rating categories, and time effects. Treating the Morningstar Globe Rating as a time-invariant variable, a sample of 80 Swedish global equity funds are divided into two sustainability groups, ‘Low’ and ‘High’, grouping funds with 1-3 globes into a reference group. READ MORE

5. 14. TRANSPARENCY AND THE RESOURCE CURSE IN GHANA: A CASE STUDY Changes since oil discovery

   University essay from Göteborgs universitet/Statsvetenskapliga institutionen

   Author : Amanda Alagic; [2023-06-29]
   Keywords : Resources curse; Ghana; Transparency; Oil; Corruption;

   Abstract : When a country has high levels of natural resources, they risk falling prey to the resource curse. Studies show a correlation between high levels of natural resources and corruption as well as lower quality institutions and less democracy. Transparency is a key precondition for accountability and mitigating corruption. READ MORE

6. 15. Comparison of High ESG Portfolio Performance in Germany and Switzerland

   University essay from Göteborgs universitet/Graduate School

   Author : Nino Shakulashvili; Saud Talic; [2023-06-29]
   Keywords : ESG; Portfolio Performance; Fama French; Carhart; Risk Factors; Value; Size; Momentum; Germany; Switzerland;

   Abstract : This study focuses on the relationship between stock return performance and sustainability, the latter taking the form of the Environmental, Social, and Governance (ESG) framework. The paper provides a comparative setting in which stocks of companies headquartered in Germany and Switzerland are examined. READ MORE