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Esg ratings divergence & developing a proprietary Esg scorecard

2020-01-24Dissertação de mestrado Acesso aberto
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datacite.subject.fosCiências Sociais::Economia e Gestãopt_PT
dc.contributor.advisorRibeiro, Gonçalo Sommer
dc.contributor.authorBonnike, Lucas Sander
dc.date.accessioned2020-10-21T10:33:34Z
dc.date.available2023-01-03T01:30:21Z
dc.date.issued2020-01-24
dc.date.submitted2020-01-03
dc.description.abstractThis paper analyses the divergence in Environmental, Social, and Governance(ESG) ratings between two leading providers: Sustainalytics and RobecoSAM.It finds that there are significant divergences in ratings between the two providers and that the rating correlation between them is much lower when compared to the correlation observed between credit rating agency scores. This applies to both their composite ESG ratings and their unidimensional Environmental, Social, and Governance scores. Additionally, this paper attempts to build a transparent, reliable, and cost-effective proprietary ESG scorecard by using a limited amount of data points, however the resulting scores are weakly correlated to the agency ratings.pt_PT
dc.identifier.tid202494730pt_PT
dc.identifier.urihttp://hdl.handle.net/10362/105987
dc.language.isoengpt_PT
dc.relationNova School of Business and Economics
dc.subjectESG ratingspt_PT
dc.subjectESG rating agenciespt_PT
dc.subjectProprietary ESG scorecardspt_PT
dc.subjectESG scoringpt_PT
dc.subjectSustainable investmentspt_PT
dc.subjectEnvironmentalpt_PT
dc.subjectSocialpt_PT
dc.subjectGovernance performancept_PT
dc.subjectCorporate sustainabilitypt_PT
dc.titleEsg ratings divergence & developing a proprietary Esg scorecardpt_PT
dc.typemaster thesis
dspace.entity.typePublication
oaire.awardNumberUID/ECO/00124/2013
oaire.awardTitleNova School of Business and Economics
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UID%2FECO%2F00124%2F2013/PT
oaire.fundingStream6817 - DCRRNI ID
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.nameFundação para a Ciência e a Tecnologia
rcaap.rightsopenAccesspt_PT
rcaap.typemasterThesispt_PT
relation.isProjectOfPublication644a3f4f-817b-4d0d-aba6-f98cdca28bc7
relation.isProjectOfPublication.latestForDiscovery644a3f4f-817b-4d0d-aba6-f98cdca28bc7
thesis.degree.nameA Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economicspt_PT

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NSBE - MA Dissertations