Sökning: "Otilia Esping"

Hittade 2 uppsatser innehållade orden Otilia Esping.

1. 1. Parametric portfolio policies with ESG -There is no cost

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Raihan Hasan; Otilia Esping; [2022-06-29]
   Nyckelord :Sustainable investment; ESG; Parametric portfolio policy; Generalized autoregressive score GAS ;

   Sammanfattning : We propose an investment strategy with the potential for investors to gain a stronger environmental, social, and corporate governance (ESG) profile without a negative impact on performance. Specifically, we study the performance of a parametric portfolio policy when utilizing ESG score and ESG momentum characteristics in addition to value and momentum, in contrast to utilizing value and momentum only. LÄS MER

3. 2. The difference in risk adjusted performance between socially responsible and conventional equity mutual funds - Evidence from Sweden

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Sebastian Alm; Otilia Esping; [2020-07-01]
   Nyckelord :;

   Sammanfattning : This thesis aims to study the difference in risk-adjusted performance between socially responsible (SR) and conventional equity mutual funds from a Swedish perspective. The study uses mutual fund data from the time-period January 2010 to January 2020. LÄS MER