The cross sectional variation of European stocks' returns and its relationship with ESG
Patacchiola, Lorenzo (A.A. 2018/2019) The cross sectional variation of European stocks' returns and its relationship with ESG. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 52. [Master's Degree Thesis]
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Abstract/Index
Literature review and motivation. Overview of the factor-mimicking portfolios characteristics. Analysis of the sustainability factor-mimicking portfolios in relation to the Fama-French four factors model.
References
Bibliografia: pp. 35-37.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2018/2019 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Jul 2020 13:34 |
| Last Modified: | 21 Jul 2020 13:34 |
| URI: | https://tesi.luiss.it/id/eprint/26880 |
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