Publicação
Iberian alpha - BPI GA
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Rizzo, Antonino Emanuele | |
| dc.contributor.author | Ribeiro, Mónica Sequeira Tomé Bettencourt | |
| dc.date.accessioned | 2021-09-07T20:31:40Z | |
| dc.date.available | 2024-01-10T01:31:55Z | |
| dc.date.issued | 2021-01-20 | |
| dc.date.submitted | 2021-01-10 | |
| dc.description.abstract | In this paper, we investigate the presence of alpha and the impact of style factors in BPI Gestão de Ativos Iberian funds’ returns byap plying five different factor models. The existence of alpha varies with the funds. Further, we attempt to account for the increasing role of environmental, social and governance (ESG) by exploring its incorporation in BPI GA’s investment process. As a starting point, we conducted an ESG awareness survey directed at its employees. Further, we developed an ESG dash board comprising different ESG providers’ ratings, as core card aligned with the 2019-2088EU Regulation on sustainability disclosures and performed an ESG in-depth analysis of the Utilities and Energy sectors, to support BPI GA in their assessment of the ESG performance of Iberian companies. | pt_PT |
| dc.identifier.tid | 202741320 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/124109 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | Nova School of Business and Economics | |
| dc.subject | Banking industry | pt_PT |
| dc.subject | Factor models | pt_PT |
| dc.subject | Esg | pt_PT |
| dc.subject | Bbva | pt_PT |
| dc.subject | Santander | pt_PT |
| dc.title | Iberian alpha - BPI GA | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| oaire.awardNumber | UID/ECO/00124/2013 | |
| oaire.awardTitle | Nova School of Business and Economics | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UID%2FECO%2F00124%2F2013/PT | |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| relation.isProjectOfPublication | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| relation.isProjectOfPublication.latestForDiscovery | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics | pt_PT |
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