Sökning: "rating factor"

Visar resultat 1 - 5 av 114 uppsatser innehållade orden rating factor.

  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. The Sustainable Era - The Excess Return on Swedish Sustainable Global Equity Funds

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

    Författare :Kristoffer Holmgren; Måns Hurtigh; [2023-07-03]
    Nyckelord :Fama-French; ESG; Morningstar; Morningstar Globe Rating; funds; global equity funds; sustainability; excess return;

    Sammanfattning : This thesis explores the relationship between the performance of Swedish global equity funds and the level of sustainability, as measured by the Morningstar Globe Rating, using a Fama-French six-factor model, globe rating categories, and time effects. Treating the Morningstar Globe Rating as a time-invariant variable, a sample of 80 Swedish global equity funds are divided into two sustainability groups, ‘Low’ and ‘High’, grouping funds with 1-3 globes into a reference group. LÄS MER

  4. 3. EXPLORING THE RELATIONSHIP BETWEEN ESG DISAGREEMENT AND STOCK RETURNS - AN EMPIRICAL ANALYSIS

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Andrea Pasquali; [2023-06-29]
    Nyckelord :;

    Sammanfattning : During the recent years investors shifted their preferences towards sustainable stocks and funds, increasing the importance of Environmental, Social and Governance ratings. At a similar pace the related literature started to develop shedding light on some crucial aspects of the ESG ratings, such as the disagreement between rating agencies and the lack of common methodologies to assess the ratings. LÄS MER

  5. 4. Quantification of hand jerk asymmetry for infants in hemiplegic cerebral palsy assessment

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Anton Bölenius; Elias Wetterwik; [2023]
    Nyckelord :;

    Sammanfattning : Hemiplegic cerebral palsy (HCP) is the most common form of cerebral palsy (CP) and affects roughly 1 in 400 infants. Unable to properly use the arm and leg of one side of the body, the disorder can have major negative impacts on a person’s life. New and improved methods of treating HCP have emerged in recent decades. LÄS MER

  7. 5. Gemensamt fysiskt träningsprogram för hundägare och hundar : effekter på hundägares hälsorelaterade livskvalitet, träningsmotivation, skattade fysiska aktivitet och stillasittande

    Uppsats för yrkesexamina på grundnivå, SLU/Dept. of Clinical Sciences

    Författare :Sara Nylund; Emmy Rosén; [2023]
    Nyckelord :fysisk aktivitet; hälsa; motivation; självskattad livskvalitet; stillasittande; träningsprogram;

    Sammanfattning : Fysisk aktivitet är en viktig bidragande faktor för människors välmående, hälsa och livskvalitet. Trots detta ses i dagens samhälle en alltmer stillasittande livsstil. LÄS MER