Master Dissertation: Environmental, Social and Corporate Governance portfolio management strategies in the Russian market

Data contains information from ESG Corporate Ranking by RAEX from December 2020 to February 2022, its dynamics, RSPP indices "Vector of sustainable development" and "Responsibility and openness", data for the Fama-French model, market capitalization and assets of companies and daily stock closing prices.

本数据集收录了自2020年12月至2022年2月期间RAEX企业ESG评级的相关信息，包括其动态变化、RSPP指标中的‘可持续发展向量’与‘责任与透明度’以及Fama-French模型所需数据、公司市值与资产数据以及每日收盘股价。” }