Sökning: "ESG stocks"

Visar resultat 1 - 5 av 10 uppsatser innehållade orden ESG stocks.

  1. 1. A comparison of sin- and ethical stocks’ performance on the Swedish equity market: with focus on the impact of liquidity, institutional ownership, firm age and equity on the difference in excess returns between sin- and ethical stocks.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Henrik Leimalm; Ludwig Olofsson; [2019-08-09]
    Nyckelord :Sin stocks; ESG stocks; Sweden; OMXSPI; stakeholder theory; shareholder theory; efficient market hypothesis; excess return; CAPM; liquidity; institutional ownership; firm age; book value of equity;

    Sammanfattning : MSc in Accounting and Financial Management.... LÄS MER

  2. 2. Chasing Sustainable Stocks: A Superior Investment Decision? - An ESG Investment Study

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Sebastian Johansson; Gustav Nilsson; [2019]
    Nyckelord :ESG; Socially Responsible Investing; Trading Strategy; Portfolio Performance;

    Sammanfattning : Sustainable investing is trending, amounting to $30 trillion in assets under management world-wide in 2018 and it is predicted to grow even larger in the years to come. This thesis studies ESG portfolio performance of three comparable portfolios, a Sustainable, a Good Enough and an Unsustainable portfolio constructed using ESG-score in relation to their Global Industrial Classification Standard (GICS), between 2004 - 2018 in the U. LÄS MER

  3. 3. Sustainable Investment Strategies : A Quantitative Evaluation of Sustainable Investment Strategies For Index Funds

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :John Erikmats; Johan Sjösten; [2019]
    Nyckelord :ESG; CSR; investment strategies; sustainable investment strategies; sustainability; sustainable investments; sustainable finance; index funds; tracking-error; tracking-error minimization; ESG; CSR; investeringsstrategier; hållbara investeringsstrategier; hållbarhet; hållbara investeringar; hållbar finans; indexfonder; tracking-error; minimering av tracking-error;

    Sammanfattning : Modern society is faced with the complex and intractable challenge of global warming, along with other environmental issues that could potentially alter our way of life if not managed properly. Is it possible that financial markets and equity investors could have a huge part to play in the transformation towards a greener and more sustainable world? Previous studies about investment strategies regarding sustainability have for the most part been centered around possibly less objective ESG-scores or around carbon and GHG-emissions only, with little or no consideration for water usage and waste management. LÄS MER

  4. 4. Perspectives of ESG performance – A study of ESG performance effect on firm value in the U.S

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Jakob Eriksson; Daniel Asgodom; [2019]
    Nyckelord :ESG; CSR; CFP; firm value; Business and Economics;

    Sammanfattning : Seminar date: 2019-06-03 Course: BUSN79, Degree project in Accounting & Finance, Graduate level, 15 ECTS-credits Authors: Daniel Asgodom (940417), Jakob Ericsson (920323) Supervisor: Håkan Jankensgård Examinator: Reda M Moursli Purpose: This study aims to test the relationship between ESG performance and firm value using a different methodology when compared to previous US studies. Additionally, the time effects of ESG as well as the differences between the ESG-firm value between controversial and conventional stocks would be assessed. LÄS MER

  5. 5. Sustainable Investments

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Märta Sandberg; [2019]
    Nyckelord :Sustainable investments; financial performance; ESG rating; Fama-French three-factor model; Fama-French five-factor model; CAPM; Business and Economics;

    Sammanfattning : This paper investigates the relationship between financial performance and sustainable performance. More specifically, it investigates whether sustainable firms outperform less sustainable firms. The sustainable performance is based on companies received ESG score. LÄS MER