Publicação
Esg Vs. traditional indexes: an empirical analysis of risk-adjusted returns
| Resumo: | This thesis provides an empirical analysis of ESG vs. traditional indexes, focusing on risk-adjusted returns over a 5-year period. It explores whether ESG indexes outperform their non-ESG counterparts, integrating literature and a variety of statistical methods. Findings reveal ESG indexes often surpass traditional ones in returns and risk-adjusted measures, suggesting ESG's viability for responsible and potentially more profitable investing. |
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| Autores principais: | Akin, Baran |
| Assunto: | Esg Finance Indexes Econometrics |
| Ano: | 2024 |
| 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: | This thesis provides an empirical analysis of ESG vs. traditional indexes, focusing on risk-adjusted returns over a 5-year period. It explores whether ESG indexes outperform their non-ESG counterparts, integrating literature and a variety of statistical methods. Findings reveal ESG indexes often surpass traditional ones in returns and risk-adjusted measures, suggesting ESG's viability for responsible and potentially more profitable investing. |
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