Essays about: "ESG- Sharpe ratio frontier"

Found 3 essays containing the words ESG- Sharpe ratio frontier.

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

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Christian Vujic; Linus Bäckbro Kuusisto; [2023]
   Keywords : ESG- Sharpe ratio frontier;

   Abstract : .... READ MORE

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

   University essay from Lunds universitet/Nationalekonomiska institutionen

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

   Abstract : 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. READ MORE

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

   University essay from KTH/Optimeringslära och systemteori

   Author : Edvin Lundström; Carl Svensson; [2014]
   Keywords : ;

   Abstract : 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. READ MORE