The impact of Covid-19 on ESG investments: an application of Markowitz portfolio theory
Bordoni, Francesca (A.A. 2021/2022) The impact of Covid-19 on ESG investments: an application of Markowitz portfolio theory. Tesi di Laurea in Quantitative methods for management, Luiss Guido Carli, relatore Marco Pirra, pp. 100. [Master's Degree Thesis]
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Abstract/Index
Principles for responsible investments. The ESG principles. Responsible investing. Investment strategies. Sustainable financial instruments. SRI funds. The challenges of sustainable investments. Markowitz portfolio theory. An insight into the link between risk and return. Portfolio model: identification of the frontier with two stocks. Portfolio model: identification of the frontier with n stocks. Market portfolio and risk free: capital market line. Main similarities and differences between the frontier and the capital market line. ESG securities and the efficient frontier: a case study. Selection criteria for ESG and non-ESG portfolios. Construction of the efficient frontier: a comparison between the ESG and non-ESG case. Selection of the optimal portfolio according to the degree of risk aversion. Introduction of risk-free securities: data analysis with the CML. Interpretation of results.
References
Bibliografia: pp. 87-91.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Management, English language (LM-77) |
| Chair: | Quantitative methods for management |
| Thesis Supervisor: | Pirra, Marco |
| Thesis Co-Supervisor: | Cappa, Francesco |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 Mar 2023 10:47 |
| Last Modified: | 14 Mar 2023 10:47 |
| URI: | https://tesi.luiss.it/id/eprint/35363 |
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