The impact of ESG rating on financial performance: an empirical analysis of the US equity market
Coletta, Sergio (A.A. 2021/2022) The impact of ESG rating on financial performance: an empirical analysis of the US equity market. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 98. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. Difference between socially responsible investing (SRI), corporate social responsibility (CSR) and environmental, social, and governance (ESG). United States policy & regulatory drivers. ESG US equity indices. ESG indices construction. Overview of environmental, social and governance scores in association with financial performance. Study methods. Selecting the time horizon for each industry group. Using R to average the results in beta raw results. Averaging the result for every industrial group. Averaging the results of the study variables according to the relative industrial group’s time horizon. Discussion.
References
Bibliografia: pp. 95-97.
| 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: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Reichlin, Pietro |
| Academic Year: | 2021/2022 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Aug 2023 09:22 |
| Last Modified: | 03 Aug 2023 09:22 |
| URI: | https://tesi.luiss.it/id/eprint/36251 |
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