Surf the Waves Into Sustainable Funds

Last changed: 03 June 2021
Scientific poster. Authors: Edward Svensson and Adrian Michaelsson

Adrian Michaelsson and Edward Svensson, Environmental Economics and Management

Summary

The aim of the study was to analyse if it is a difference in yield between sustainable and conventional funds during the market crisis caused by the Coronavirus in order to see how different ESG factors might minimise the total and systematic risk in a portfolio. In total 40 funds were sampled by using a purposive sampling method. The analysis was conducted during a two-year period 2019 to 2020, whereas in 2020 the COVID-19 pandemic started, which set off the market crisis. By using a quantitative study design the funds were analysed with different evaluation models such as Sharpe and Treynor ratios but also with a Wavelet Coherence Analysis.

Poster

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Scientific poster. Authors: Edward Svensson and Adrian Michaelsson

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