Sökning: "Optimal ESG Portfolio."

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Optimal ESG Portfolio..

  1. 1. Sustainability Filtration and Optimization: A Stepwise Integration Approach

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Soroosh Jalaei; [2023]
    Nyckelord :Sustainability; Modern Portfolio Theory; Optimization; Sequential Quadratic Programming; Optimal ESG Portfolio.; Hållbarhet; Modern portföljteori; Optimering; Sequential Quadratic Programming; Optimal ESG-portfölj.;

    Sammanfattning : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. LÄS MER

  3. 2. ESG INTEGRATION: ESG SCORE MOMENTUM FACTOR AS ASSET CHARACTERISTIC AND OPTIMAL PARAMETRIC PORTFOLIO - AN EMPIRICAL RESULT OF THE US STOCK MARKET.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Lien Hoang; [2021-06-30]
    Nyckelord :Responsible Investment; ESG Factor Investment; Sustainable Investment; ESG Integration; ESG Investment; Sustainability;

    Sammanfattning : Sustainable finance has become the rising concern of the global markets. The term ESG investment has been discussed in many international forums. The number of ESG investment assets and ESG investment products is increasing continuously. LÄS MER

  4. 3. Examining Inclusion of a Sustainability Criterion in Portfolio Optimization - Could an Investor Benefit from it?

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Amin Klai; [2021]
    Nyckelord :Financial Mathematics; Portfolio Optimization; Sustainability; Finansiellmatematik; Portföljteori; Hållbarhet;

    Sammanfattning : In today's society sustainability has become an important subject and has an impact on various sectors. Corporations include sustainability in their corporate strategy, which further affects the field of corporate finance. This has lead to a new insight among investors to include a sustainability criterion in their investment processes. LÄS MER

  5. 4. The use of SRI strategies and motivational factors : A case study among banks and fund companies

    Magister-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Oskar Karlsson; Erik Sjöbeck; [2020]
    Nyckelord :SRI strategies; Sustainable and responsible investments; Modern Portfolio Choice Theory; Expected Utility Theory; Motivation; Profit maximization; Banks and fund companies;

    Sammanfattning : Background: In today's society, there is more pressure to be sustainable and not least in the financial world. Several agreements, such as the Paris Agreement, have been created to steer countries towards more sustainability. When it comes to the economy, several SRI strategies have been developed to serve the same purpose. LÄS MER

  7. 5. ASSET-LIABILITY MANAGEMENT FROM THE PERSPECTIVE OF A PENSION FOUNDATION : SIMULATION AND EVALUATION OF INVESTMENT- AND PORTFOLIO SELECTION STRATEGIES

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Jean-Pierre Kayal; Martin Norberg; [2020]
    Nyckelord :Investment strategies; Portfolio Selection Strategies; Pension Foundation;

    Sammanfattning : Asset Liability Management is a current topic where accountability of asset management is of high importance. This is a result of continuously increasing investments in the stock market globally. The globalisation exposes a big part of the different markets to the same types of risk. LÄS MER