The importance of the ESG score on stock return in Italy and Europe

Di Giovanni, Alessandro (A.A. 2020/2021) The importance of the ESG score on stock return in Italy and Europe. Tesi di Laurea in Advanced financial economics, Luiss Guido Carli, relatore Paolo Porchia, pp. 61. [Master's Degree Thesis]

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Data and theory. ESG data. Sample data. CAPM. Further developments of the CAPM model. Literature review. Data and methodology. Data processing. Data arrangement. Model. Regression analysis. Fama MacBeth regression, results and analysis. Pooled regression. Analysis by Pillar. Analysis of Italian companies. Year-end analysis.


Bibliografia: pp. 60-61.

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: Advanced financial economics
Thesis Supervisor: Porchia, Paolo
Thesis Co-Supervisor: Massi Benedetti, Saverio
Academic Year: 2020/2021
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 08 Sep 2022 15:34
Last Modified: 08 Sep 2022 15:34


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