The importance of the ESG score on stock return in Italy and Europe
Di Giovanni, Alessandro (A.A. 2020/2021) The importance of the ESG score on stock return in Italy and Europe. Tesi di Laurea in Advanced financial economics, Luiss Guido Carli, relatore Paolo Porchia, pp. 61. [Master's Degree Thesis]
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Abstract/Index
Data and theory. ESG data. Sample data. CAPM. Further developments of the CAPM model. Literature review. Data and methodology. Data processing. Data arrangement. Model. Regression analysis. Fama MacBeth regression, results and analysis. Pooled regression. Analysis by Pillar. Analysis of Italian companies. Year-end analysis.
References
Bibliografia: pp. 60-61.
| 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: | Advanced financial economics |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Massi Benedetti, Saverio |
| Academic Year: | 2020/2021 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 08 Sep 2022 15:34 |
| Last Modified: | 08 Sep 2022 15:34 |
| URI: | https://tesi.luiss.it/id/eprint/33269 |
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