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    政大機構典藏 > 商學院 > 財務管理學系 > 學位論文 >  Item 140.119/139142
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/139142


    Title: 增進風險調整報酬的永續主題策略之研究
    A Study on the Sustainable Investing Strategy of Enhancing Risk-Adjusted Return
    Authors: 黃晨綱
    Huang, Chen-Gang
    Contributors: 李志宏
    黃晨綱
    Huang, Chen-Gang
    Keywords: ESG
    SRI
    主流永續策略
    基金
    風險調整報酬
    ESG
    SRI
    Mainstream sustainable investment strategies
    Funds
    Risk-adjusted returns
    Date: 2022
    Issue Date: 2022-03-01 16:40:36 (UTC+8)
    Abstract: 本研究探討主流永續投資策略之基金是否較非使用主流永續投資策略之基金有較佳之風險調整報酬。結果顯示,CAPM模型中,有採主流永續投資策略之基金並不具較佳的Alpha表現,在將穩健性檢定下,也得出並採用主流永續投資策略與Alpha間並無顯著關聯。
    The study examines whether funds with mainstream sustainable investing strategies have better risk-adjusted returns than funds that do not use mainstream sustainable investing strategies. The results show that in the CAPM model, funds that adopt mainstream sustainable investment strategies do not have better Alpha performance. Under the robustness test, it is also concluded that there is no significant correlation between adopting mainstream sustainable investment strategies and Alpha performance.
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    Description: 碩士
    國立政治大學
    財務管理學系
    108357030
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0108357030
    Data Type: thesis
    DOI: 10.6814/NCCU202200176
    Appears in Collections:[財務管理學系] 學位論文

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