Portfolio allocation and ESG ratings

Chillè, Valeria (A.A. 2017/2018) Portfolio allocation and ESG ratings. Tesi di Laurea in Theory of finance, Luiss Guido Carli, relatore Nicola Borri, pp. 117. [Master's Degree Thesis]

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The dataset. The ESG rating. Factor analysis. Portfolio construction. Mean-variance optimization. The market portfolio(s).


Bibliografia: pp. 78-80.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Theory of finance
Thesis Supervisor: Borri, Nicola
Thesis Co-Supervisor: Benigno, Pierpaolo
Academic Year: 2017/2018
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 30 Jul 2019 07:19
Last Modified: 30 Jul 2019 07:19
URI: https://tesi.luiss.it/id/eprint/24312


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