Sökning: "portfolio sustainable nationalekonomi"

Visar resultat 1 - 5 av 10 uppsatser innehållade orden portfolio sustainable nationalekonomi.

  1. 1. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds

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

    Författare :Benjamin Javidi; Malin Larsson; [2023-08-25]
    Nyckelord :Capital Asset Pricing Model CAPM ; Fama-French three-factor model; ESG; Sharpe ratio; OLS Regression Analysis; Modern Portfolio Theory;

    Sammanfattning : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. LÄS MER

  3. 2. How to choose green?

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

    Författare :Adrian Thureborn; Jakob Ödman; [2022-02-28]
    Nyckelord :;

    Sammanfattning : This paper investigates if there is any difference between active managed funds and passive managed funds in regard to their risk-adjusted return. The thesis focuses on Swedish sustainable funds that invest in accordance with the ESG (environmental, governance and social) criteria during the time period 2011-2021. LÄS MER

  4. 3. An investigation of Sustainable Assets, Equitiesand the Bond market during the Globalpandemic, COVID-19

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Vincent Rahm; Frej de la Rosa; [2022]
    Nyckelord :Conventional bonds; COVID-19; DCC-GARCH; ESG; Green bond; S P500; Portfolio optimization; volatility; MSCI; Sustainable investments; US 10yr; Treasuries; Equities;

    Sammanfattning : ESG investing has been a hot topic during several years and there have been numerousstudies examining the relationship between sustainable assets and non-sustainable assetsincluding green bonds, social bonds, environmental bonds, ESG-bonds and ESG indices;conventional bonds, S&P 500, common stocks and non-ESG indices. During negative marketshocks several ESG stocks and indices have been shown to outperform common stocks andindices. LÄS MER

  5. 4. Social Investments: “It’s going slow, but it’s happening” : A study on the feasibility and future of Social Bonds and Social Outcome Contracts in Sweden

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Emelie Lebsund; Fanny Samuelsson; [2022]
    Nyckelord :Social sustainability; social bonds; social outcome contracts; social impact bonds; sustainability; CSR; institutional theory; transaction cost theory; modern portfolio selection theory; ESG;

    Sammanfattning : As we face increasingly complex problems of both a social and environmental nature, innovative and multifaceted solutions are required to create a sustainable future. Despite Sweden's leading position in terms of financial solutions to environmental issues, Sweden is behind most OECD economies in the development of a financial infrastructure for private investment for social and socio-economic projects. LÄS MER

  7. 5. How do ESG assets relate to the financial market? : A Diebold-Yilmaz spillover approach to sustainable finance

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Shobair Moosawi; Ludvig Segerhammar; [2022]
    Nyckelord :AR 1 -GARCH p; q ; Commodity; ESG; Equity; Return; Spillover; Sustainability; Sustainable finance; Volatility;

    Sammanfattning : The purpose of this master’s thesis is to investigate to what extent ESG assets and traditional benchmarks affect one another. Since sustainable investment is a growing segment of the financial market, investors need to be informed about how it may affect their portfolios, and by extension if it can be used for portfolio diversification. LÄS MER