Repositorio Institucional Universidad EAFIT :: Examinando por Materia "BOLSA DE VALORES

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Impacto de las calificaciones ASG en el desempeño financiero de portafolios del Índice S&P500 (2015–2024)
(Universidad EAFIT, 2025) Guerrero Díaz, José Antonio; Zora Arce, Álvaro José; Jaramillo Mejía, Alejandro
This study analyzes the impact of Environmental, Social, and Governance (ESG) ratings on the financial performance of companies within the S&P 500 index, considering their behavior at the sectoral level. Firms are classified into terciles based on the Bloomberg ESG Disclosure Score, constructing high-, medium-, and low-rated portfolios under both equal-weighted and market capitalization-weighted schemes. Performance metrics such as annualized return, volatility, Sharpe ratio, maximum drawdown, and the ESG premium are evaluated over the 2015–2024 period. The research integrates Modern Portfolio Theory with robust statistical testing to determine whether ESG contributes consistent financial value and whether its effect varies across sectors, providing relevant evidence for passive investment management strategies.
Los programas de ADRs en Colombia : una aproximación jurídico descriptiva y propositiva
(Universidad EAFIT, 2008) Merino Jaramillo, Camilo; Estrada Montoya, Marcela; Toro Valencia, José Alberto; Posada Botero, José David