Sökning: "risk och avkastning regression"
Visar resultat 1 - 5 av 73 uppsatser innehållade orden risk och avkastning regression.
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 statistikSammanfattning : 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
2. Avkastning och hållbarhet på fondmarknaden : En empirisk komparativ studie om hållbara aktiefonders avkastning kontra konventionella aktiefonder
Kandidat-uppsats, Södertörns högskola/FöretagsekonomiSammanfattning : För att investerare ska placera kapital mot hållbara investeringar krävs insikt om det finns en premie som valet av hållbara aktiefonder innebär eller om dessa motsvarar eller till och med överavkastar mot konventionella fonder. I denna uppsats undersöker vi hur den riskjusterade avkastningen, mätt som Jensens alpha, ser ut för hållbara och konventionella fonder. LÄS MER
3. Sustainable Investments : The effect of ESG and the EU Taxonomy on Nordic stock returns.
Kandidat-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : This study analyzes if there is a connection between ESG - which stands for Environmental, Social and Governance, and stock returns over time. The study also analyzes how integrating ESG can impact a company's competitiveness long term. LÄS MER
4. Sustainable Investments The effect of ESG and the EU Taxonomy on Nordic stock returns
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : This study analyzes if there is a connection between ESG - which stands for Environmental, Social and Governance, and stock returns over time. The study also analyzes how integrating ESG can impact a company’s competitiveness long term. This is done by researching the following two research questions:1. LÄS MER
5. The Science Based Targets initiative: Its impact on the financial results and the determinants to joing
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : We are currently experiencing a climate crisis. The planet’s temperature is rising considerably due to the emission of greenhouse gases generated by human activities. This situation poses a challenge for everyone, including companies. Private sector actors are taking actions to mitigate the consequences of climate change, such as global warming. LÄS MER