Browsing NHH Brage by Author "Silgjerd, Ola"
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ESG: All Bark and No Bite? Exploring the utility of environmental, social and governance variables in empirical asset pricing via machine learning
Silgjerd, Ola (Master thesis, 2021)In this thesis I investigate the impact of including environmental, social and governance (ESG) variables in explaining the cross section of expected stock returns. Using three machine learning frameworks applied to a ...