Sökning: "ESG- Sharpe ratio frontier"

Hittade 3 uppsatser innehållade orden ESG- Sharpe ratio frontier.

  1. 1. Constructing the ESG-Sharpe ratio frontier for ESG screened Portfolios

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Christian Vujic; Linus Bäckbro Kuusisto; [2023]
    Nyckelord :ESG- Sharpe ratio frontier;

    Sammanfattning : .... LÄS MER

  3. 2. Responsible Investing: Costs and Benefits. A Cross-Country Study in Europe.

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Shayan Meskinimood; [2021]
    Nyckelord :Responsible investing; Environmental awareness; Portfolio performance; ESG-Sharpe Ratio frontier; ESG-adjusted CAPM.; Business and Economics;

    Sammanfattning : This study employs the ESG-Sharpe Ratio frontiers framework and the ESG-adjusted CAPM model, introduced by Pedersen et al. (2020), to identify the costs and benefits of responsible investing and investigate the relationship between the environmental, social, and governance (ESG) issues and portfolio performance in different countries across Europe. LÄS MER

  4. 3. Including ESG concerns in the portfolio selection process : An MCDM approach

    Kandidat-uppsats, KTH/Optimeringslära och systemteori

    Författare :Edvin Lundström; Carl Svensson; [2014]
    Nyckelord :;

    Sammanfattning : In recent years investors in the financial markets around the globe have begun to focus on non-financial factors in their portfolio selection processes. Three main areas of concerns are: Environmental, Social and corporate Governance (ESG). Previous research has mainly focused on implementing these concerns using qualitative methods, e.g. LÄS MER