Sökning: "Jonathan Taimory"

Hittade 1 uppsats innehållade orden Jonathan Taimory.

  1. 1. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios

    Kandidat-uppsats,

    Författare :Alexander Olsson; Jonathan Taimory; [2023-07-06]
    Nyckelord :Risk-adjusted Returns; Investment Styles; Environmental; Social and Governance ESG ;

    Sammanfattning : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. LÄS MER