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Financial Performance of Firms with Low Respectively High ESG Scores - A study of the US Technology sector


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Title: Financial Performance of Firms with Low Respectively High ESG Scores - A study of the US Technology sector
Other Titles: Financial Performance of Firms with Low Respectively High ESG Scores - A study of the US Technology sector
Authors: Lindbo, Hanna
Salim, Diana
Issue Date: 21-Feb-2019
Degree: Student essay
Series/Report no.: 201902:211
Uppsats
Keywords: ESG
Technology sector
Risk-adjusted return
Sharpe Ratio
Abstract: This study investigates the relationship between financial performance and ESG score over a five-year time period, January 2013 to January 2018, in the US market. To examine this, two small cap portfolios is constructed, one consisting of firms with high ESG scores and one with low ESG scores. Additionally, two portfolios are constructed likewise for firms with large market capitalization. Furthermore, Carhart’s four factor model is applied to investigate if there appears to be a difference in t... more
URI: http://hdl.handle.net/2077/59322
Appears in Collections:Kandidatuppsatser / Institutionen för nationalekonomi och statistik

 

 

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