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Dokumenttyp:
Masterarbeit
Autor(en):
Theel, Vanessa (FIM)
Titel:
Inference from Annual ESG-Scores and Social-Media based Sconing Methodology
Abstract:
This thesis investigates the relationship between Re_nitiv's Environmental, Social and Governance (ESG) Scores and _nancial performance and introduces a new approach for updating ESG Scores more frequently using stakeholder data and leveraging state-of-theart natural language processing (NLP) models. Firstly, we _nd evidence that ESG Scores based on company reportings have a negative e_ect on how a company is valued in the market, whereas ESG Scores based on global media reports have a considera...     »
Aufgabensteller:
Prof. Louis Seco (University of Toronto)
Betreuer:
Jonathan Mostovoy
Jahr:
2020
Hochschule / Universität:
Technische Universität München
TUM Einrichtung:
Lehrstuhl für Finanzmathematik
Bearbeitungsbeginn:
01.12.2020
Bearbeitungsende:
31.05.2021
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