Publicação
An empirical framework to estimate missing sustainability scores the case of the financial sector
| Resumo: | A quantitative look at the issue of the lack of ESG information and scores, with a special focus on the Financial Sector. This research paper explores the intricacies of financial institutions regarding ESG when compared to more conventional firms from other sectors. Completed with two case studies which aim to both test and show the proposed framework for BPI GA to tackle the issue at hand. While the results are positive, further regulatory and methodological efforts will be necessary in the future if the issue of the lack of both quality and quantity of ESG information is to be fully solved. |
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| Autores principais: | Franco, Daniel Marquês |
| Assunto: | ESG Asset management Financial markets Financial sector Empirical finance Sustainable finance MSCI |
| Ano: | 2025 |
| País: | Portugal |
| Tipo de documento: | dissertação de mestrado |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade Nova de Lisboa |
| Idioma: | inglês |
| Origem: | Repositório Institucional da UNL |
| Resumo: | A quantitative look at the issue of the lack of ESG information and scores, with a special focus on the Financial Sector. This research paper explores the intricacies of financial institutions regarding ESG when compared to more conventional firms from other sectors. Completed with two case studies which aim to both test and show the proposed framework for BPI GA to tackle the issue at hand. While the results are positive, further regulatory and methodological efforts will be necessary in the future if the issue of the lack of both quality and quantity of ESG information is to be fully solved. |
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