Essays about: "return characteristics"

Showing result 1 - 5 of 244 essays containing the words return characteristics.

  1. 1. 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. 2. 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. 3. VC Funding & Success of Clean Tech Startups: Impact of Exogenous Demand Shocks

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jakub Horyna; Finn Aretz; [2023]
    Keywords : Venture Capital; Clean Technology; Demand Shocks;

    Abstract : Using a dataset of 51,184 global early-stage venture capital (VC) financing rounds, we examine the impact of exogenous demand shocks on VC funding and success rates in the clean technology sector. Specifically, we investigate the repercussions of the Fukushima Nuclear Disaster (2011) and the Paris Agreement (2015). READ MORE

  5. 4. Agree to Disagree? Disentangling ESG Rating Disagreement and its Impact on Stock Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Olof Gustavsson; Theodor Samaras; [2023]
    Keywords : ESG ratings; Disagreement; Stock returns; Risk; Uncertainty;

    Abstract : This study investigates the phenomenon of ESG rating disagreement and its financial implications. Using a sample of the largest firms listed on the Nordic markets, we examined whether disagreement in ESG ratings from five widely used rating agencies between 2018-2022 positively affected the underlying stock returns. READ MORE

  6. 5. Evaluating the performance andusability of HTTP vs gRPC in communication between microservices

    University essay from Blekinge Tekniska Högskola/Institutionen för programvaruteknik

    Author : Najem Hamo; Simon Saberian; [2023]
    Keywords : HTTP; gRPC; Cloud Computing; Load testing; Micro-services;

    Abstract : Microservices is an architectural technique that has only gotten more popular as the need for scalable and performant internet-based applications has grown. One of the characteristics of microservices is communication through lightweight protocols like HTTP. READ MORE