A comparative study on the financial performance of green bonds, their conventional peers, and the stock market
Rocca, Alessandro (A.A. 2020/2021) A comparative study on the financial performance of green bonds, their conventional peers, and the stock market. Tesi di Laurea in Quantitative methods for management, Luiss Guido Carli, relatore Marco Pirra, pp. 125. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Sustainable investing–aligning values with investment decisions. Sustainability and the role of finance. Sustainable investing–definition, overview, and market size. Sustainable investing strategies-investor’s approach. Sustainable investing securities. Green bonds-background, market, and financial performance. Green bonds. History and growth of the green bonds market. Standards and regulation. Differences between green and conventional bonds. Empirical analysis. Methodology and research questions. Data collection and variables specification. Data description and descriptive statistics. Capital asset pricing model (CAPM). Time series econometric model. Results and discussion. Mean-variance analysis results. Capital asset pricing model (CAPM) results. Autoregressive distributed lag (ARDL) model results.
References
Bibliografia: pp. 111-116.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Management, English language (LM-77) |
| Chair: | Quantitative methods for management |
| Thesis Supervisor: | Pirra, Marco |
| Thesis Co-Supervisor: | Calvia, Alessandro |
| Academic Year: | 2020/2021 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 20 May 2022 14:50 |
| Last Modified: | 20 May 2022 14:50 |
| URI: | https://tesi.luiss.it/id/eprint/32431 |
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