A factor approach to ESG leaders and laggards

Pranzo, Roberto (A.A. 2022/2023) A factor approach to ESG leaders and laggards. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 35. [Master's Degree Thesis]

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Abstract/Index

Foundations of ESG: a comprehensive overview. The importance of non-financial reports. Understanding ESG. ESG rating and relative problems. ESG regulation. Methodological framework: building the foundation for analysis. Methodology. Data acquisition. Factor portfolio construction. Model. Unveiling empirical insights: ESG score analysis and portfolio dynamics. Empirical evidence. ESG score analysis and characteristics. Overview of the long-short portfolio. Model validation and regression analysis.

References

Bibliografia: pp. 33-35.

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: Empirical finance
Thesis Supervisor: Morelli, Giacomo
Thesis Co-Supervisor: Borri, Nicola
Academic Year: 2022/2023
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 16 Jul 2024 12:24
Last Modified: 16 Jul 2024 12:24
URI: https://tesi.luiss.it/id/eprint/39359

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