Luongo, Paola Ester Maria (A.A. 2022/2023) The impact of ESG on alphas: an extended Fama-French 3-factor model analysis. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Pierluigi Murro, pp. 70. [Master's Degree Thesis]

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Abstract/Index

Understanding ESG and sustainable finance. ESG overview. The SDGs and the planetary boundaries. Sustainable finance. ESG ratings and their limitations. Market efficiency, Fama-French three-factor model, and literature review. Adaptive market hypothesis vs. efficient market hypothesis. Fama-French three-factor model. Literature review. Analysis and results. The purpose of our analysis. Hypothesis development. Methodology.

References

Bibliografia: pp. 60-64. Sitografia: pp. 65-69.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree Program in Accounting, control and finance (LM-77)
Chair:	Advanced corporate finance
Thesis Supervisor:	Murro, Pierluigi
Thesis Co-Supervisor:	Santella, Rosella
Academic Year:	2022/2023
Session:	Autumn
Deposited by:	Alessandro Perfetti
Date Deposited:	20 May 2024 10:03
Last Modified:	20 May 2024 10:03
URI:	https://tesi.luiss.it/id/eprint/38525

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