preciousareeveso / ESG-Rating-and-Financial-performance-of-SP-500Links
This project examine the relationship between Sustainalytics Environmental, Social, and Governance (ESG) risk ratings and the financial performance of US S&P 500 listed firms.
☆11Updated 2 years ago
Alternatives and similar repositories for ESG-Rating-and-Financial-performance-of-SP-500
Users that are interested in ESG-Rating-and-Financial-performance-of-SP-500 are comparing it to the libraries listed below
Sorting:
- applications for risk management through computational portfolio construction methods☆43Updated 4 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆29Updated 5 years ago
- Class materials of Credit Risk Management taught by prof. Ed Hayes☆13Updated 7 years ago
- Building an PD, LGD and EAD Model for Financial Modeling.☆14Updated last year
- Optimized marketing mix- effective promotion channels and price for different product types, for car industry using regression model☆20Updated 5 years ago
- This repository displays my work in finance and economics datascience for future employers and collaborators.☆11Updated 2 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 4 years ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 4 years ago
- Short Course - Applied Machine Learning for Risk Management☆249Updated 7 years ago
- ☆32Updated 5 years ago
- An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter no…☆15Updated 4 years ago
- Using Python and Tushare financial database☆28Updated last year
- Please refer to attached full report. Introduction ESG is abbreviate of the environment, social responsibility, and corporate governanc…☆20Updated 7 years ago
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…☆21Updated 4 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆21Updated 8 years ago
- Implementation of a variety of Value-at-Risk backtests☆41Updated 6 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆19Updated 3 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- All Python Code for World Quant University Master degree.☆28Updated 4 years ago
- WQU - Projects☆18Updated 3 years ago
- A Python package that uses Selenium to scrape content from the MSCI.com ESG Ratings Corporate Search Tool.☆27Updated 3 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- A Streamlit based application to predict future Stock Price and pipeline to let anyone train their own multiple Machine Learning models o…☆95Updated last year
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆76Updated 4 years ago
- Tool that fetches company data, statistics, and financials for valuation and analysis, and then performs automated valuation analysis.☆23Updated 5 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- ☆16Updated 8 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆35Updated 7 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆35Updated 2 years ago
- [Project repo] Improving business with a credit risk model☆21Updated 4 years ago