Sökning: "Filip Stenberg"

Hittade 1 uppsats innehållade orden Filip Stenberg.

1. 1. ESG - Värdedrivare eller reglering

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Fredrik Stenberg; Filip Stenberg; [2022]
   Nyckelord :ESG; Portfolio performance; Sharpe ratio; Treynor s ratio; Asset Pricing models; Business and Economics;

   Sammanfattning : This thesis aim to evaluate how sustainability in terms of ESG-ratings affect portfolio performance. A portfolio strategy sorting stocks solely on ESG-ratings from MSCI will be evaluated with financial performance measures and regression analysis. Furthermore, the authors will use a quantitative method and incorporate stocks from the S&P 500. LÄS MER