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An analysis of ESG ratings and popularity regarding portfolio performance

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اقرأ أكثر حفظ في قائمتي
  • معلومة اضافية
    • Contributors:
      D’arienzo, Daniele
    • الموضوع:
      2023
    • Collection:
      Repositório da Universidade Nova de Lisboa (UNL)
    • نبذة مختصرة :
      The research aimed to find out whether investors can improve performance by considering ESG score and stock popularity. The analysis was based on 2324 stocks in the Russell 3000. Fama & French three-factor-models and ANOVA tests were used to analyze ESG and popularity portfolios. The results show, among other findings, that there is no return out- or underperformance with ESG stocks. However, positive ESG and less popular stocks show decreased downside risk. It can be concluded that investing in less popular and ESG stocks has a positive effect on the risk profile of investors when taking positive ESG and less popular stocks into consideration.
    • Relation:
      UID/ECO/00124/2013; http://hdl.handle.net/10362/155949; 203312155
    • الدخول الالكتروني :
      http://hdl.handle.net/10362/155949
    • Rights:
      openAccess
    • الرقم المعرف:
      edsbas.B98D6B5D