Sökning: "Felix Stern"

Hittade 1 uppsats innehållade orden Felix Stern.

  1. 1. Sustainability scores for portfolio performance

    Master-uppsats, KTH/Matematisk statistik

    Författare :Felix Stern; [2020]
    Nyckelord :ESG; financial mathematics; Co2; sustainability; portfolio optimization; sustainable investment; ESG; Co2; finansiell matematik; hållbarhet; hållbara portföljer; portfölj optimering;

    Sammanfattning : In this thesis, the traditional methods of only using ESG scores to screen stocks for sustainable portfolios is broadened. The selection of securities for portfolios will instead depend on aggregation, weighting and normalization of a wider set of sustainability variables, in turn creating more all-encompassing sustainability scores. LÄS MER