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Bachelor's Thesis (Finance) - ESG funds - GRADE 8
- Scriptie • 26 pagina's • 2022
- €9,60
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Bachelor thesis on topic "An Empirical Investigation of ESG Mutual Funds Performance in the U.S.". I collected and investigated a sample of 40 U.S. ESG mutual funds between 2012 and 2022. As a measure of funds’ profitability, Jansen’s alpha is estimated via the CAPM, Carhart's four-factor model and the Fama-French five-factor model. This work was graded an 8.
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Bachelor's Thesis (Finance) - ESG funds - GRADE 8
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Bachelor thesis on topic "An Empirical Investigation of ESG Mutual Funds Performance in the U.S.". I collected and investigated a sample of 40 U.S. ESG mutual funds between 2012 and 2022. As a measure of funds’ profitability, Jansen’s alpha is estimated via the CAPM, Carhart's four-factor model and the Fama-French five-factor model. This work was graded an 8.
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