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Showing result 1 - 5 of 158 essays matching the above criteria.

  1. 1. Does ESG-score matter to investors? - An EU Taxonomy Perspective

    University essay from Göteborgs universitet/Graduate School

    Author : Linnéa Falkenström; Johan Olsson; [2023-07-03]
    Keywords : ESG; EU Taxonomy; Efficient Market Hypothesis; Behavioral finance; Investor behavior; Event study;

    Abstract : Since the introduction of the EU Taxonomy, it is still unclear how it affects investors' perception and actions towards high ESG-scoring firms, and whether it effectively promotes sustainable investing. The implications of the EU Taxonomy on finance and the environment are significant and must be addressed. READ MORE

  3. 2. Covered Call on an Index - A Comparative Study of Two Strategies

    University essay from Göteborgs universitet/Graduate School

    Author : Karin Carlsson; [2023-06-29]
    Keywords : Index Options; Covered Calls; Monte Carlo; Utility;

    Abstract : This thesis undertakes a comparative analysis of two ways of performing a covered call strategy on a dual asset index. The distinguishing factor between the two approaches pertains to the writing of the call options, where one approach involves writing the call option on the entire index, while the other involves writing options on each asset within the index separately. 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. Sustainability Filtration and Optimization: A Stepwise Integration Approach

    University essay from KTH/Matematik (Avd.)

    Author : Soroosh Jalaei; [2023]
    Keywords : Sustainability; Modern Portfolio Theory; Optimization; Sequential Quadratic Programming; Optimal ESG Portfolio.; Hållbarhet; Modern portföljteori; Optimering; Sequential Quadratic Programming; Optimal ESG-portfölj.;

    Abstract : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. READ MORE

  6. 5. Sustainability-Linked Bonds - A Case Study of H&M

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Waldemar Andersson; Larysa Karsayeva; [2023]
    Keywords : Sustainability-linked bond; fast fashion; green financing; transition;

    Abstract : The thesis investigates the sustainability-linked bond issuance by fast fashion company H&M in the midst of the Covid-19 pandemic. The study contributes to existing literature by providing observations of real-world practitioners on the cost-benefit considerations of SLB issuance, in particular, challenging the notion of a "free lunch", conversely concluding that the greatest concern is attributed to potential reputational damage in the event of missed targets. READ MORE