{"id":5217,"date":"2019-03-07T08:48:38","date_gmt":"2019-03-07T01:48:38","guid":{"rendered":"http:\/\/se.dotv.vn\/?p=5217"},"modified":"2019-04-08T08:50:32","modified_gmt":"2019-04-08T01:50:32","slug":"stbi-07-03-2019-the-impact-of-esg-on-stocks-downside-risk-and-risk-adjusted-return-2","status":"publish","type":"post","link":"https:\/\/se.dotv.vn\/en\/stbi-07-03-2019-the-impact-of-esg-on-stocks-downside-risk-and-risk-adjusted-return-2\/","title":{"rendered":"[STBI-14-03-2019] The Impact of ESG on Stocks\u2019 Downside Risk and Risk Adjusted Return"},"content":{"rendered":"

Dear professors, lecturers, researchers, colleagues, and students,<\/p>\n

You are cordially invited to the next Dubai Palace School of Economics\u00a0STBI\u00a0(Small Talks Big Ideas) seminar.<\/p>\n

Topic:\u00a0The Impact of ESG on Stocks\u2019 Downside Risk and Risk Adjusted Return.<\/strong><\/p>\n

Presenter:\u00a0Prof. Hans L\u00f6\u00f6f<\/strong>\u00a0(KTH Royal Institute of Technology, Sweden)<\/p>\n

Time:\u00a011:00 – Thursday, 14 March 2019<\/p>\n

Venue: Room H.001, Campus H, Dubai Palace School of Economics, 1A Hoang Dieu, Phu Nhuan District, Ho Chi Minh City<\/p>\n

Language:<\/strong> English<\/p>\n

Abstract:\u00a0<\/strong><\/p>\n

Investments considering corporate social responsibility continue to expand. Are companies pursuing a CSR agenda benefiting shareholders by reducing their financial downside risk? This paper investigates the relationship between a firm\u2019s environmental, social and corporate governance (ESG) scores and its downside risk on the stock market. We study this link using a panel of 887 stocks listed in five European countries over the period 2005-2017. Our empirical results show that higher ESG scores are associated with reduced downside risk of stock returns. Based on the Fama-French three-factor model, we found no systematic relationship between ESG and the level of risk-adjusted return.<\/p>\n

Full-text: http:\/\/www.tillvaxtanalys.se\/in-english\/publications\/wp\/wp\/2019-02-27-the-impact-of-esg-on-stocks-downside-risk-and-risk-adjusted-return.html<\/a><\/p>\n

The presentation: Click here<\/a><\/p>\n

About the presenter:\u00a0<\/strong><\/p>\n

Prof. Hans L\u00f6\u00f6f is the head of Division of Economics, Royal Institute of Technology. He is also the director of Centre of Excellence for Science and Innovation Studies (CESIS), Royal Institute\u00a0of Technology. His research interests are innovation, knowledge spillovers, export, productivity and growth, growth, green energy.<\/p>\n

Some photos in the seminar:<\/strong><\/p>\n

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 <\/p>\n","protected":false},"excerpt":{"rendered":"Dear professors, lecturers, researchers, colleagues, and students, You are cordially invited to the next Dubai Palace School of Economics\u00a0STBI\u00a0(Small Talks Big Ideas) seminar. Topic:\u00a0The Impact of ESG on Stocks\u2019 Downside Risk and Risk Adjusted Return. Presenter:\u00a0Prof. Hans L\u00f6\u00f6f\u00a0(KTH Royal Institute of Technology, Sweden) Time:\u00a011:00 - Thursday, 14 March 2019 Venue: Room H.001, Campus H, Dubai Palace School","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[190,186],"tags":[],"acf":[],"lang":"en","translations":{"en":5217,"vi":5146},"pll_sync_post":[],"_links":{"self":[{"href":"https:\/\/se.dotv.vn\/wp-json\/wp\/v2\/posts\/5217"}],"collection":[{"href":"https:\/\/se.dotv.vn\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/se.dotv.vn\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/se.dotv.vn\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/se.dotv.vn\/wp-json\/wp\/v2\/comments?post=5217"}],"version-history":[{"count":2,"href":"https:\/\/se.dotv.vn\/wp-json\/wp\/v2\/posts\/5217\/revisions"}],"predecessor-version":[{"id":5219,"href":"https:\/\/se.dotv.vn\/wp-json\/wp\/v2\/posts\/5217\/revisions\/5219"}],"wp:attachment":[{"href":"https:\/\/se.dotv.vn\/wp-json\/wp\/v2\/media?parent=5217"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/se.dotv.vn\/wp-json\/wp\/v2\/categories?post=5217"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/se.dotv.vn\/wp-json\/wp\/v2\/tags?post=5217"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}