Browsing Master theses by Author "Haghshenas, Arien"
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Factor Investing and ESG Integration in Regime-switching Models- An Empirical Study on ESG Factor Integration Using Infinite Hidden Markov Models
Haghshenas, Arien; Karim, Martin (2022-06-29)ESG investing is an active area of interest, both for the investment and academic communities. However, research is inconclusive on the financial benefits of integrating ESG factors in portfolio construction. In this ...