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ESG disclosure and portfolio performance
Figuerola Ferretti Garrigues, Isabel Catalina; Santos Moreno, Álvaro; Bermejo Climent, Ramón; Paraskevopoulos, Ioannis (2021-09-24)This paper illustrates the impact of Environmental Social and Governance (ESG) disclosure on European corporate equity performance. In this study, we use an extensive data set of European ESG ratings provided by Bloomberg ... -
Factor investing: A stock selection methodology for the European equity market
Figuerola Ferretti Garrigues, Isabel Catalina; Bermejo Climent, Ramón; Santos Moreno, Álvaro; Hevia, Tomás (2021-10-14)This paper uses European high capitalization corporate data for the 1991–2019 period to demonstrate that a systematic active management portfolio based on the identification of value, profitability, and momentum factors can ... -
Microeconomía
Font de Villanueva, María Cecilia; Martínez Cal, Rosa María; Puente Lucía, Alberto; Santos Moreno, Álvaro; Sentana Lledo, Juan; Vega Vidal, José Antonio; Victoria Lanzón, Carlos (19/07/2022)