Syllabus

Title
4826 Sustainable Finance
Instructors
Rui Duan, Ph.D.
Contact details
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
02/03/25 to 02/16/25
Registration via LPIS
Notes to the course
Dates
Day Date Time Room
Monday 06/02/25 12:00 PM - 04:30 PM D4.0.127
Tuesday 06/03/25 12:00 PM - 04:30 PM D4.0.127
Wednesday 06/04/25 12:00 PM - 04:30 PM D4.0.127
Thursday 06/05/25 12:00 PM - 04:30 PM D4.0.127
Friday 06/06/25 12:00 PM - 04:30 PM D4.0.127
Contents

Unit 1: Introduction to Sustainable Finance

  • Challenges to sustainability
  • Purpose and importance of sustainable finance
  • Limits to sustainable finance

Unit 2: Corporate Purpose 

  • Shareholder vs. stakeholder value
  • Short-term vs. long-term value creation
  • Challenges to sustainable finance
  • Overcoming barriers to sustainable finance
  • Empirical evidence

Unit 3: Sustainable Investing

  • Typology of sustainable investing strategies
  • Motivations to SRI
  • Stages of sustainable finance and SRI
  • ESG Integration and impact investing
  • Empirical evidence

Unit 4: Investor Activism and Engagement

  • Role of institutional investors in sustainable finance
  • Voice vs. exit
  • Empirical evidence

Unit 5: Climate Finance: Empirical studies

  • Climate risk and implications
  • Corporate response to climate change and environmental regulations
Learning outcomes

After completing the course, students will be able to:
•    Understand the context behind, and development, of sustainable finance
•    Understand the role and interplay between different stakeholders and opportunities for future development
•    Evaluate corporate sustainability risks and opportunities from both managerial and investment perspectives
•    Empirically examine the relationships between CSR practices and firm performance as well as between sustainable investing strategies and financial performance
•    Think critically with regards to applying sustainable finance in practice.

Attendance requirements

Attendance is compulsory for this class. It is also a necessary condition to receive participation marks.

Teaching/learning method(s)

The course induces learning in two ways. One takes the conventional class-room teaching approach and introduces course material through presentations by the lecturer. Such approach is used mainly in the teaching of theoretical and practical contents. The other focuses on the discussions of existing empirical research in the academic literature. To facilitate learning in this approach, students are strongly recommended to complete the assigned reading material prior to class and be ready to engage in class discussions with respect to the key findings, interpretations, and challenges to the studies, as well as how they fit into the literature and the context of sustainable finance.

Assessment

The components for the grades are weighted as follows:
•    20% class participation
•    20% in-class presentation
•    60% group assignments (2)

Class participation (20%): Participation is a central part of the learning process for you and your classmates. Your participation mark reflects your contribution to the classroom learning environment. This includes class attendance, arriving in class on time, staying for the class duration, and actively engaging in class debates. Please note that preparation before empirical classes is expected to effectively participate in those discussions. 

In-class presentation (20%): To facilitate class discussion on related literature, students are required to present one of the selected empirical studies in-class (your selection will be decided during the first class). The presentation should convey the main objectives, the contributions, and the key findings of the paper. The student should tie the study to the content of our previous units.

Group assignment 1 (30%): In teams (three), students are required to empirically address the following questions: (1) the impact of sustainable practices on firm performance; and (2) the determinants of firms' sustainable practices. The exercise entails (a) constructions of CSR score, performance measures, and other factor variables (e.g., executive compensation, competition, etc.) following common approaches in the literature; (b) regression analyses to address the question; and (c)  interpretation of the key findings. 

Group assignment 2 (30%): In teams (three), students are required to empirically examine whether socially responsible investing would affect the performance of such screened stock portfolios. The exercise entails (a) constructions of SRI and non-SRI portfolios of U.S. stocks following common approaches in the literature; (b) estimations of the abnormal returns for each of the investment strategies; and (c) interpretation of the key findings.

Readings

Please log in with your WU account to use all functionalities of read!t. For off-campus access to our licensed electronic resources, remember to activate your VPN connection connection. In case you encounter any technical problems or have questions regarding read!t, please feel free to contact the library at readinglists@wu.ac.at.

Recommended previous knowledge and skills

Basic knowledge of finance, basics in Statistics, some experience with R or Stata

Last edited: 2025-02-13



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