Sökning: "Johannes Sigurdson"

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  1. 1. The Greenfee of Beta - Unraveling the Impact of Sustainability on Systematic Risk

    Kandidat-uppsats,

    Författare :Johannes Sigurdson; Chris Teow; [2023-06-30]
    Nyckelord :;

    Sammanfattning : This paper unravels the impact of sustainability on systematic risk. Literature suggests that enhanced sustainability reduces companies' systematic risk, thanks to e.g. product differentiation, a broader spectrum of investors holding the assets, or simply because there exists a specific ESG factor. LÄS MER