Master Thesis Online
Impact of Covid-19 on the exposure to ESG risk-factor : case of blue-chip stocks and equity funds.
Kooli, Emna 
Promotor(s) :
Santi, Caterina
Date of defense : 5-Sep-2022/10-Sep-2022 • Permalink : http://hdl.handle.net/2268.2/15228
Master Thesis .pdfDetails
| Title : | Impact of Covid-19 on the exposure to ESG risk-factor : case of blue-chip stocks and equity funds. |
| Author : | Kooli, Emna
|
| Date of defense : | 5-Sep-2022/10-Sep-2022 |
| Advisor(s) : | Santi, Caterina
|
| Committee's member(s) : | Faverjon, Anouck
|
| Language : | English |
| Discipline(s) : | Business & economic sciences > Finance |
| Institution(s) : | Université de Liège, Liège, Belgique |
| Degree: | Master en sciences de gestion, à finalité spécialisée en Banking and Asset Management |
| Faculty: | Master thesis of the HEC-Ecole de gestion de l'Université de Liège |
Abstract
[fr] This thesis aims to investigate the impact of Covid-19 on the exposure to ESG risk factor for European blue-chip listed companies and U.S. equity funds that invest in Europe, based on the Fama & French multi-factor models. Moreover, it aims to investigate whether this impact is due to changes of investors’ investment behavior.
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