The impact of ESG scores on stock performances: a study on the S&P 500 index
Ouwehand, Ruben Huig Pieter (A.A. 2021/2022) The impact of ESG scores on stock performances: a study on the S&P 500 index. Tesi di Laurea in Equity markets and alternative investments, Luiss Guido Carli, relatore Marco Morelli, pp. 60. [Master's Degree Thesis]
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Abstract/Index
Literature review. Principles of ESG. SRI versus ESG. ESG and ratings. ESG and impact investing. Factor models. Fama French. Factors. Hypothesis construction. Methodology. Refinitiv database. Data sample. Descriptive data. Regression construction. Results. Stat regression output. Sharpe ratios and volatility.
References
Bibliografia: pp. 59-60.
| 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: | Equity markets and alternative investments |
| Thesis Supervisor: | Morelli, Marco |
| Thesis Co-Supervisor: | Traficante, Guido |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 09 Feb 2023 15:42 |
| Last Modified: | 09 Feb 2023 15:42 |
| URI: | https://tesi.luiss.it/id/eprint/35059 |
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