HOW IS THE ESG FACTOR RELATED TO TRADITIONAL FACTORS? – Tam Thi Ngo
Tam Thi Ngo
Master's thesis
HOW IS THE ESG FACTOR RELATED TO TRADITIONAL FACTORS?
HOW IS THE ESG FACTOR RELATED TO TRADITIONAL FACTORS?
Anotácia:
This master thesis discusses ESG effect on the portfolio performance and how this factor is relatedto conventional factors. First, ESG-related portfolios and the ESG factor portfolio are constructedbased on ESG score. Second, return, standard deviation and Sharpe ratio are calculated to presentportfolio performance. Finally, 12 asset pricing models are run on the portfolio and single-stockslevel. ESG …viacAbstract:
This master thesis discusses ESG effect on the portfolio performance and how this factor is relatedto conventional factors. First, ESG-related portfolios and the ESG factor portfolio are constructedbased on ESG score. Second, return, standard deviation and Sharpe ratio are calculated to presentportfolio performance. Finally, 12 asset pricing models are run on the portfolio and single-stockslevel. ESG …viac
Jazyk práce: English
Datum vytvoření / odevzdání či podání práce: 1. 1. 2020
Identifikátor:
http://www.vse.cz/vskp/eid/81707
Obhajoba závěrečné práce
- Obhajoba proběhla 15. 9. 2020
- Vedúci: Marcela Zárybnická Žárová
Plný text práce
Obsah online archivu závěrečné práce
Zveřejněno v Theses:- autentizovaným zaměstnancům ze stejné školy/fakulty
Jak jinak získat přístup k textu
Instituce archivující a zpřístupňující práci: Vysoká škola ekonomická v Prazehttp://www.vse.cz/vskp/eid/81707
Vysoká škola ekonomická v Praze
Master programme:
Finance and Accounting
Práce na příbuzné téma
-
Role of the transcription factor Cytokinin Response Factor 6 (CFR6) in redox signalling
Nora Witkovská -
The usage of multi-factor authentication amongst university students
Vojtěch Jelínek -
Recruitment of transcriptional elongation factor Spt6 to C-terminal domain of RNA polymerase II
Pavel Brázda -
The age factor in learning a new language: Is there any hope for adults?
Zahra Azizi -
Structural and mechanistic studies of transcription elongation factor SPT6
Aiste Kasiliauskaite -
Analysis of role of FoxO1 transcription factor in chronic lymphocytic leukemia cells
Laura Ondrišová -
Deciphering the ROS-auxin crosstalk with GROWTH REGULATING FACTOR 5 to regulate chloroplast division in the leaf of Arabidopsis thaliana
Eman Elrefaay Ryad -
Influence of an Energy Factor on the Relations between Azerbaijan and Russia
Roman Temnikov