The performance of ESG funds: an empirical analysis in the United Kingdom
Falcinelli, Francesco (A.A. 2021/2022) The performance of ESG funds: an empirical analysis in the United Kingdom. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Andrea Polo, pp. 56. [Master's Degree Thesis]
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Abstract/Index
What is ESG investing and research question. A brief history of ESG investing and its link with stakeholders’ theory. What is meant by an ESG fund and ESG rank. The performance of ESG funds and the link with Modern portfolio theory (MPT). Literature review. Bauer et al.’s (2005) study on ethical mutual fund performance and investment style. Performance of ethical and non-ethical funds: a Matcher pair analysis by Kreander et al. (2005). The link relationship between the number of social screenings and financial performance in Barnet et al. (2006) study. Methodology and data.
References
Bibliografia: pp. 38-41.
| 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) |
| Outstanding Thesis: | Department of Business and Management |
| Chair: | Asset pricing |
| Thesis Supervisor: | Polo, Andrea |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 13 Mar 2023 13:47 |
| Last Modified: | 16 May 2023 10:54 |
| URI: | https://tesi.luiss.it/id/eprint/35346 |
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