Sökning: "ecient market hypothesis"

Hittade 1 uppsats innehållade orden ecient market hypothesis.

  1. 1. A Three-Pronged Sustainability-Oriented Markowitz Model : Disruption in the fund selection process?

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Simon Louivion; Edward Sikorski; [2019]
    Nyckelord :Portfolio optimization; ecient frontier; multi-objective optimization problem; sustainability; ESG; ecient market hypothesis; behavioural finance; Portföljoptimering; ecient frontier; portföljteori; hållbarhet; ESG; hypotesen om effektiva marknader; beteendeekonomi;

    Sammanfattning : Since the term ESG was coined in 2005, the growth of sustainable investments has outpaced the overall asset management industry. A lot of research has been done with regards to the link between sustainability and financial performance, despite the fact that there is a lack of transparency in sustainability of listed companies. LÄS MER