Essays about: "portfolio."

Showing result 11 - 15 of 1575 essays containing the word portfolio..

1. 11. EXPLORING THE RELATIONSHIP BETWEEN ESG DISAGREEMENT AND STOCK RETURNS - AN EMPIRICAL ANALYSIS

   University essay from Göteborgs universitet/Graduate School

   Author : Andrea Pasquali; [2023-06-29]
   Keywords : ;

   Abstract : During the recent years investors shifted their preferences towards sustainable stocks and funds, increasing the importance of Environmental, Social and Governance ratings. At a similar pace the related literature started to develop shedding light on some crucial aspects of the ESG ratings, such as the disagreement between rating agencies and the lack of common methodologies to assess the ratings. READ MORE

3. 12. Pursuit of Excess Returns: Deciphering Performance in European Buyout Funds A Detailed Exploration of Relative Returns and Their Determinants

   University essay from Göteborgs universitet/Graduate School

   Author : Gustav Blomdahl; Erik Hillestad Andréasson; [2023-06-29]
   Keywords : ;

   Abstract : This paper investigates the relative performance of European buyout funds compared to public markets. Using a sample of mature buyout funds, obtained from European limited partners, with vintages between 1995 and 2013, we find that a European buyout fund, on average, outperforms the STOXX Europe 600 index by 52% over its lifetime. READ MORE

4. 13. The Impact of ESG-Scores on Portfolio Performance - A quantitative study on sustainable investments.

   University essay from Göteborgs universitet/Graduate School

   Author : Max Ehrnström; Yacob Nehmé; [2023-06-29]
   Keywords : ESG investing; Abnormal returns; Sustainable investing and Financial performance;

   Abstract : This report examines the relationship between ESG-scores and portfolio returns using the Fama-French five-factor and Carhart four-factor models. The data is collected from Refinitiv (2023) between 2003 and 2021 and consists of firms listed on the NYSE and NASDAQ stock exchange. READ MORE

5. 14. Empirical Analysis of Dependence Structure Between Assets: A Study of the Impact of Infation on Dependence Between Stock Portfolios and Gold

   University essay from Göteborgs universitet/Graduate School

   Author : Tim Baldesten Pajunen; Filip Steussloff; [2023-06-29]
   Keywords : Infation;

   Abstract : In this paper, we study the impact of inflation on the dependence and volatilities of gold and stock portfolios constructed by Fama and French. To model the dependence structure, we propose a copula probability model. 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