Impact of sustainable responsible investments on portfolio performance
Castello, Giulia (A.A. 2023/2024) Impact of sustainable responsible investments on portfolio performance. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 57. [Master's Degree Thesis]
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Abstract/Index
Methodology. Carhart regression model. Statistical measures. Potential biases. Data. Refinitiv ESG combined score. Empirical analysis. Comparative analysis based on ESG ratings. Comparative analysis based on sustainable investment techniques. Robustness checks. Study limitations. Literature review.
References
Bibliografia: pp. 54-56.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Econometric theory |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Mazzoni, Giancarlo |
| Academic Year: | 2023/2024 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Jul 2025 10:08 |
| Last Modified: | 03 Jul 2025 10:08 |
| URI: | https://tesi.luiss.it/id/eprint/42736 |
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