Balance sheet capital asset pricing model: investigating its effectiveness and its relationship with ESG investing
Striano, Antonio (A.A. 2023/2024) Balance sheet capital asset pricing model: investigating its effectiveness and its relationship with ESG investing. Tesi di Laurea in Quantitative methods in strategic management, Luiss Guido Carli, relatore Francesco Morelli, pp. 59. [Master's Degree Thesis]
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Abstract/Index
Research overview. Financial markets and the traditional asset pricing model. Thesis and research question statement. Literature review and methodology. Capital asset pricing model and market beta. Factor investing and multifactorial models. Methodology. Data description and results. Corporate data in detail. The two models compared. ESG correlation.
References
Bibliografia: pp. 56-59.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Strategic Management (LM-77) |
| Chair: | Quantitative methods in strategic management |
| Thesis Supervisor: | Morelli, Francesco |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2023/2024 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Jan 2025 13:53 |
| Last Modified: | 22 Jan 2025 13:53 |
| URI: | https://tesi.luiss.it/id/eprint/40938 |
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