Resilience in ethical investing: a comparison between ethical and conventional indices through event study analysis
Carta, Stefano (A.A. 2021/2022) Resilience in ethical investing: a comparison between ethical and conventional indices through event study analysis. Tesi di Laurea in Quantitative methods for finance, Luiss Guido Carli, relatore Marco Nicolosi, pp. 93. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Motivations. Related literature. Ethical index. How to measure ethics in a stock. How to measure ethics in an index. Event study methodology. Expected return model. What significance test to use. What disruptive event to use. What price to use. What time frames to use. What indices to use. Practical case. Methodology. Implementation. Results–resilience analysis of ethical and conventional indices.
References
Bibliografia: pp. 83-89.
| 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) |
| Chair: | Quantitative methods for finance |
| Thesis Supervisor: | Nicolosi, Marco |
| Thesis Co-Supervisor: | Ramponi, Alessandro |
| Academic Year: | 2021/2022 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 29 Aug 2023 12:03 |
| Last Modified: | 29 Aug 2023 12:03 |
| URI: | https://tesi.luiss.it/id/eprint/36344 |
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