Impact of Covid-19 and the Russo-Ukrainian war on sustainable investments: a performance comparison between ESG ETFs and the S&P 500 index and the STOXX Europe 600 index
Della Vecchia, Daniele (A.A. 2022/2023) Impact of Covid-19 and the Russo-Ukrainian war on sustainable investments: a performance comparison between ESG ETFs and the S&P 500 index and the STOXX Europe 600 index. Tesi di Laurea in Equity markets and alternative investments, Luiss Guido Carli, relatore Marco Morelli, pp. 48. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Theoretical framework. Overview. Environmental, social, governance. Exchange-traded funds. Prior studies. Methodology & data. ESG rating and refinitiv ESG score. Risk-free rate. Benchmarks. Performance metrics. Factor analysis. Results. Performance comparison. Risk adjusted performance. Fama-French five-factor and momentum analysis.
References
Bibliografia: pp. 37-39.
| 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: | Equity markets and alternative investments |
| Thesis Supervisor: | Morelli, Marco |
| Thesis Co-Supervisor: | Vitale, Paolo |
| Academic Year: | 2022/2023 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 16 Jul 2024 12:30 |
| Last Modified: | 16 Jul 2024 12:30 |
| URI: | https://tesi.luiss.it/id/eprint/39360 |
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