Content of the study: 1) Analysis of the financial performance of equity portfolios based on Bank Sarasins assessment of the companies sustainability performance.2) The analysis will be based on the comparison of (two) equity portfolios with different characteristics regarding sustainability (e.g. weak vs. strong sustainability performance. Risk factors according to Fama and French as well as other important factors (e.g., momentum) are included as control variables. 3)The construction of the portfolios will be based on different sustainability performance indicators of Bank Sarasin.
01.12.2006 - 30.09.2007
Bank Sarasin, Basel, CH