Sökning: "Wilhelm wachtmeister"

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  1. 1. Green Portfolio: Optimization under environmental constraints

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Wilhelm Wachtmeister; Rutger Smith; [2020]
    Nyckelord :Portfolio Selection; Sustainable Investing; Equity Portfolios; Emissions Intensity; Mean-Variance Optimization; Business and Economics;

    Sammanfattning : The aim of this thesis is to compare traditionally optimized equity portfolios to an alternative which takes the economic effects of environmental damage in to consideration. The comparison between the portfolios are made by their composition, in terms of economic sectors, and their characteristics, such as performance, size and risk. LÄS MER