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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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.


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


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