Publicação
A portfolio-based analysis of the euro STOXX 50 ESG and the euro STOXX 50- a financial performance comparison
| authorProfile.email | emilytarane@gmail.com | |
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | |
| dc.contributor.advisor | Ferreira, Leonor | |
| dc.contributor.author | Michael, Emily Tarane | |
| dc.date.accessioned | 2026-02-13T16:10:37Z | |
| dc.date.available | 2026-02-13T16:10:37Z | |
| dc.date.issued | 2025-06-23 | |
| dc.date.submitted | 2025-05-19 | |
| dc.description.abstract | This study examines the financial performance of ESG stock index in contrast to a standard index by constructing two distinct portfolios, each tracking one of the indices, to serve as a basis for comparison. The difference in financial performance by key metrics such as the annualized returns and ROE, focusing on their resilience during market crises, namely the COVID-19 pandemic period are compared. The findings suggest that ESG indices outperform standard indices, especially during periods of market stress, indicating upsides of long-term stability and risk-adjusted returns. Moreover, these results imply significant financial advantages beyond ethical considerations for ESG-based investment strategies. | eng |
| dc.identifier.tid | 204128838 | |
| dc.identifier.uri | http://hdl.handle.net/10362/200389 | |
| dc.language.iso | eng | |
| dc.relation | (UID/ECO/00124/2013 | |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | |
| dc.subject | ESG index | |
| dc.subject | Performance gap | |
| dc.subject | Index portfolios | |
| dc.subject | Euro STOXX | |
| dc.subject | Financial performance | |
| dc.subject | Benchmark analysis | |
| dc.subject | Europe | |
| dc.title | A portfolio-based analysis of the euro STOXX 50 ESG and the euro STOXX 50- a financial performance comparison | eng |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Master’s degree in Management from the Nova School of Business and Economics |