CEU eTD Collection (2021); Varga-Haszonits, Sandor: ESG materiality matrices and portfolio returns

CEU Electronic Theses and Dissertations, 2021
Author Varga-Haszonits, Sandor
Title ESG materiality matrices and portfolio returns
Summary Examination of how differences in ESG rating methodologies can affect portfolio returns when ESG ratings from different vendors are used to construct a Smart Beta ESG portfolio.
Supervisor Bőgel, György
Department Economics MSc
Full texthttps://www.etd.ceu.edu/2021/varga_sandor.pdf

Visit the CEU Library.

© 2007-2021, Central European University