Modeling of ESG factors influence on both long term risk management and return on investment

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F18%3A43913965" target="_blank" >RIV/62156489:43110/18:43913965 - isvavai.cz</a>
Result on the web
<a href="https://mme2018.fm.vse.cz/wp-content/uploads/2018/09/MME2018-Electronic_proceedings.pdf" target="_blank" >https://mme2018.fm.vse.cz/wp-content/uploads/2018/09/MME2018-Electronic_proceedings.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Modeling of ESG factors influence on both long term risk management and return on investment
Original language description
The paper deals with the modeling of ESG factors impacts on the long-term risks management in conjunction with the expected return on investment. ESG factors (environment, social responsibility and corporate governance), the current state of ESG investing, and the evaluation of sustainable investment are described. As an input data for individual assessments, both ESG investment funds and funds not containing these descriptive instruments are used. The selective portfolio theory (Selective Markowitz's Model) and multi-factor or multi-dimensional statistical methods are employed to evaluate the return on investment risk. The emphasis is placed on the social responsibility of the investment in financial funds. The achieved results could be used as recommendations of the investment decision making process as well as a basis of investment decision making software.
Czech name
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Czech description
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Project
<a href="/en/project/GA17-23448S" target="_blank" >GA17-23448S: Modelling and simulation of sustainable investment decision-making</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Mathematical Methods in Economics 2018: Conference Proceedings
ISBN
978-80-7378-372-3
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
606-611
Publisher name
MatfyzPress
Place of publication
Praha
Event location
Jindřichův Hradec
Event date
Sep 12, 2018
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000507455300105

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