ESG practices in the FTSE Italia all-share: do investors price companies' sustainable behavior?

Piccolo, Antonella (A.A. 2020/2021) ESG practices in the FTSE Italia all-share: do investors price companies' sustainable behavior? Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 76. [Master's Degree Thesis]

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Abstract/Index

Literature review. Theoretical background. Prior empirical findings. The influence of ESG ratings in Italy. Data. Sample construction. Financial data. ESG scores. Methodology. ESG portfolios construction. Market models development. Results. Descriptive statistics. Results from market models. Robustness tests.

References

Bibliografia: pp. 53-64.

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: Traficante, Guido
Academic Year: 2020/2021
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 10 May 2022 14:59
Last Modified: 10 May 2022 14:59
URI: https://tesi.luiss.it/id/eprint/32230

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