Incorporating ESG adherence as a risk factyor in a multi-factor model: an empirical analysis

Macaluso, Virginia (A.A. 2022/2023) Incorporating ESG adherence as a risk factyor in a multi-factor model: an empirical analysis. Tesi di Laurea in Financial markets and institutions, Luiss Guido Carli, relatore Stefano Di Colli, pp. 52. [Bachelor's Degree Thesis]

[img] PDF (Full text)
Restricted to Registered users only
Download (996kB) | Request a copy

Abstract/Index

Literature review. Definition of ESG and common scores. Overview of the multifactor model and its constituents. Existing literature on ESG investing. Previous studies on factors such as small minus big, high minus low and up minus down. Empirical analysis. Data collection and portfolio construction. Methodology. Discussion.

References

Bibliografia: pp. 45-50. Sitografia: pp. 51-52.

Thesis Type: Bachelor's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33)
Chair: Financial markets and institutions
Thesis Supervisor: Di Colli, Stefano
Academic Year: 2022/2023
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 19 Mar 2024 13:55
Last Modified: 19 Mar 2024 13:55
URI: https://tesi.luiss.it/id/eprint/38224

Downloads

Downloads per month over past year

Repository Staff Only

View Item View Item