sh.sePublikasjoner
Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • harvard-anglia-ruskin-university
  • apa-old-doi-prefix.csl
  • sodertorns-hogskola-harvard.csl
  • sodertorns-hogskola-oxford.csl
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
ESG and Risk-Adjusted Performance: A study on equity funds under Swedish management during the COVID-19 pandemic
Södertörns högskola, Institutionen för samhällsvetenskaper, Nationalekonomi.
Södertörns högskola, Institutionen för samhällsvetenskaper, Nationalekonomi.
2022 (engelsk)Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgaveAlternativ tittel
ESG och riskjusterade avkastning : En studie om Svenskforvaltade aktipfonder under Covid-nandemin (svensk)
Abstract [en]

This research study examines the risk-adjusted performance and portfolio risk of 60 large cap equity funds - mutual funds - under Swedish management. These funds apply environmental, social and governance criteria in their investment strategies. The empirical context concerns the COVID-19 situation and the context is divided into three periods, before, during and after the COVID-19 crisis. The ESG concept, modern portfolio and stakeholder theories are used to develop a theoretical base for the study on which the hypotheses are based which are summarized in a conceptual model. Secondary data regarding ESG and risk-adjusted returns are collected for each fund based on which the sharpe ratios and standard deviations (total or portfolio risk) for each fund are calculated. While there are associations between ESG and portfolio risk, no associations are found between ESG and sharpe ratios. As a result, this confirms the fact that ESG could be characterized as a mechanism to protect against downside risk in poor economic times but no association was established that ESG could also be used as a mechanism to determine efficiency in terms of risk-adjusted performance

sted, utgiver, år, opplag, sider
2022. , s. 39
Emneord [en]
Socially responsible investment, ESG, Risk-adjusted performance, portfolio risk and standard deviation
HSV kategori
Identifikatorer
URN: urn:nbn:se:sh:diva-49541OAI: oai:DiVA.org:sh-49541DiVA, id: diva2:1682372
Fag / kurs
Economics
Veileder
Examiner
Tilgjengelig fra: 2022-07-13 Laget: 2022-07-09 Sist oppdatert: 2022-07-13bibliografisk kontrollert

Open Access i DiVA

fulltext(572 kB)241 nedlastinger
Filinformasjon
Fil FULLTEXT01.pdfFilstørrelse 572 kBChecksum SHA-512
0da666595ba6f3d56c6f30f30a45bd7f455fa85e9254dc9d55aefc2d6737c3eeed0fdfe3344d40855de7bcaca1ed7f4f9d1ed3312d7eea73eef35a2ad04d9352
Type fulltextMimetype application/pdf

Av organisasjonen

Søk utenfor DiVA

GoogleGoogle Scholar
Totalt: 241 nedlastinger
Antall nedlastinger er summen av alle nedlastinger av alle fulltekster. Det kan for eksempel være tidligere versjoner som er ikke lenger tilgjengelige

urn-nbn

Altmetric

urn-nbn
Totalt: 534 treff
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • harvard-anglia-ruskin-university
  • apa-old-doi-prefix.csl
  • sodertorns-hogskola-harvard.csl
  • sodertorns-hogskola-oxford.csl
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf