Sökning: "Patrick Schumacher"

Hittade 1 uppsats innehållade orden Patrick Schumacher.

  1. 1. The Incorporation of ESG Scores into Factor based Investment Decisions. Does ESG Integration necessarily come with a Financial Trade-off?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Patrick Schumacher; [2020]
    Nyckelord :ESG; Financial performance; Investment strategies; Integration; Trade-off; Business and Economics;

    Sammanfattning : The present study examines potential financial trade-offs in socially responsible investment strategies. It focuses on a period between September 2009 and November 2019 in Central Europe. While financial performance of an investment is measured by monthly risk-adjusted returns, social responsibility is represented by Sustainalytics ESG scores. LÄS MER