Performance and development of Norwegian green funds

dc.contributor.advisor	Ødegaard, Bernt Arne
dc.contributor.author	Gjessen, Sofie
dc.date.accessioned	2020-11-11T12:46:58Z
dc.date.available	2020-11-11T12:46:58Z
dc.date.issued	2020-04
dc.identifier.uri	https://hdl.handle.net/11250/2687404
dc.description	Master's thesis in Applied finance	en_US
dc.description.abstract	Incorporating environmental criteria in investment decisions is becoming increasingly important to a growing number of investors. The thesis evaluates the risk-adjusted performance of 23 Norwegian green funds. Describing the emergence of green finance in Norway is also an important part of the thesis. The green funds are compared to two benchmarks as well as a sin fund with low ethical standards. To analyze the funds, Sharpe ratio, Treynor ratio, and Jensen's alpha were applied. In contrast with recognized research, the results show that green funds over perform compared to the market. The analysis is based on a limited data sample.	en_US
dc.language.iso	eng	en_US
dc.publisher	University of Stavanger, Norway	en_US
dc.relation.ispartofseries	Masteroppgave/UIS-HH/2020;
dc.rights	Navngivelse 4.0 Internasjonal	*
dc.rights.uri	http://creativecommons.org/licenses/by/4.0/deed.no	*
dc.subject	administrasjon	en_US
dc.subject	økonomi	en_US
dc.subject	anvendt finans	en_US
dc.subject	green funds	en_US
dc.title	Performance and development of Norwegian green funds	en_US
dc.type	Master thesis	en_US
dc.subject.nsi	VDP::Social science: 200::Economics: 210::Business: 213	en_US

Studentoppgaver (Business) [974]
Master- og bacheloroppgaver i økonomi / finans / regnskap og revisjon

Except where otherwise noted, this item's license is described as Navngivelse 4.0 Internasjonal