More sustainable, less volatile? How ESG characteristics affect stock return volatility

Monticco, Giacomo (A.A. 2024/2025) More sustainable, less volatile? How ESG characteristics affect stock return volatility. Tesi di Laurea in Sustainable finance, Luiss Guido Carli, relatore Dominik Damast, pp. 36. [Master's Degree Thesis]

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Abstract/Index

Literature review. Hypothesis development. Empirical strategy. Data. Results.

References

Bibliografia: pp. 20-22.

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: Sustainable finance
Thesis Supervisor: Damast, Dominik
Thesis Co-Supervisor: Morelli, Marco
Academic Year: 2024/2025
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 31 Mar 2026 08:38
Last Modified: 31 Mar 2026 08:38
URI: https://tesi.luiss.it/id/eprint/45324

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