The ESG premium: a factor analysis
Russo, Caterina (A.A. 2021/2022) The ESG premium: a factor analysis. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 59. [Master's Degree Thesis]
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Abstract/Index
ESG universe. Environmental, social and governance. ESG implementation. ESG investing. ESG regulation. Literature review. ESG rating. ESG premium. Empirical analysis. Methodology. Data. Empirical results. ESG score characteristics. Anti-ESG portfolio. Regression results. Robustness. Time-period bias.
References
Bibliografia: pp. 45-47.
| 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: | Langer, Marshall |
| Academic Year: | 2021/2022 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Oct 2022 15:06 |
| Last Modified: | 03 Oct 2022 15:06 |
| URI: | https://tesi.luiss.it/id/eprint/33518 |
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