The impact of ESG factors to stock valuations: a comparative analysis of the performance pre and through Cpvid-19
Pasqui, Riccardo (A.A. 2020/2021) The impact of ESG factors to stock valuations: a comparative analysis of the performance pre and through Cpvid-19. Tesi di Laurea in Equity markets and alternative investments, Luiss Guido Carli, relatore Marco Morelli, pp. 77. [Master's Degree Thesis]
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Abstract/Index
General overview of SRI and ESG. Sustainable and responsible investment. Environmental–social–governance. The sustainability report. Investment strategies. A new paradigm. The revolution of investment funds. SRI indices and their construction. Indices history. MSCI world SRI indices. Dow Jones sustainability indeces. FTSE4GOOD indices. Risk rating. Covid, a “green sensitive” black swan. A financial perspective of pandemic. Differences from SRI and traditional investment. Statistical analysis. Variables presentation. FTSE4GOOD Europe vs FTSE Europe. Dow Jones sustainability index world vs S&P global BMI. MSCI Emerging markets ESG vs MSCI emerging markets.
References
Bibliografia: pp. 71-73.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Gestione d'impresa (LM-77) |
| Chair: | Equity markets and alternative investments |
| Thesis Supervisor: | Morelli, Marco |
| Thesis Co-Supervisor: | Traficante, Guido |
| Academic Year: | 2020/2021 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Dec 2021 15:21 |
| Last Modified: | 22 Dec 2021 15:21 |
| URI: | https://tesi.luiss.it/id/eprint/31032 |
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