• norsk
    • English
  • norsk 
    • norsk
    • English
  • Logg inn
Vis innførsel 
  •   Hjem
  • Handelshøyskolen BI
  • Student papers
  • Master of Science
  • Vis innførsel
  •   Hjem
  • Handelshøyskolen BI
  • Student papers
  • Master of Science
  • Vis innførsel
JavaScript is disabled for your browser. Some features of this site may not work without it.

Can investment strategies with ESG integration explain enhanced financial performance?

Jacobsen Lie, Johannes Andre; Holm, Joachim
Master thesis
Thumbnail
Åpne
2040499.pdf (1.978Mb)
Preliminary.pdf (1.617Mb)
Permanent lenke
http://hdl.handle.net/11250/2578888
Utgivelsesdato
2018
Metadata
Vis full innførsel
Samlinger
  • Master of Science [1116]
Sammendrag
There has been a remarkable growth in the alternative investment segment

“responsible investing”. Responsible investing can sometimes be described by the

acronym ESG, Environmental, Social, and Governance. In spite of the humongous

amounts of money invested, research on ESG is still in the nascent stages,

currently with equivocal results. This thesis' objective is to utilize traditional asset

pricing models to uncover the effect of ESG integration on financial performance.

Our results in regards to the risk-adjusted return are statistically weak. We find,

however, that ESG is inherently multi-factor, meaning that using ESG scores as

investment criteria result in a tilt on style and industry.
Beskrivelse
Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2018
Utgiver
Handelshøyskolen BI

Kontakt oss | Gi tilbakemelding

Personvernerklæring
DSpace software copyright © 2002-2019  DuraSpace

Levert av  Unit
 

 

Bla i

Hele arkivetDelarkiv og samlingerUtgivelsesdatoForfattereTitlerEmneordDokumenttyperTidsskrifterDenne samlingenUtgivelsesdatoForfattereTitlerEmneordDokumenttyperTidsskrifter

Min side

Logg inn

Statistikk

Besøksstatistikk

Kontakt oss | Gi tilbakemelding

Personvernerklæring
DSpace software copyright © 2002-2019  DuraSpace

Levert av  Unit