What does it cost to invest with preferences? : What does investors lose/gain on investing in sin-stocks versus SRI investing?
This paper analyses the difference in risk-adjusted returns between Sin-stocks and SRI-investing for the period 2001-2021. The analysis was conducted by creating two optimally risky portfolios according to the Modern Portfolio Theory, one comprised of only Sin-stocks and one with only high ESG scori...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Högskolan Väst, Avd för juridik, ekonomi, statistik och politik
2021
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hv:diva-17337 |