Decision-making support as part of the sustainable investment in unit trust funds

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F19%3A43916370" target="_blank" >RIV/62156489:43110/19:43916370 - isvavai.cz</a>
Result on the web
<a href="http://mme2019.ef.jcu.cz/files/conference_proceedings.pdf" target="_blank" >http://mme2019.ef.jcu.cz/files/conference_proceedings.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Decision-making support as part of the sustainable investment in unit trust funds
Original language description
The article deals with decision-making support in the field of sustainable investment in unit trust funds with an ESG evaluation, in accord with socially responsible investment (SRI). The individual methods, which take into account the analysis of long-term risks in conjunction with the expected investment return, will be analyzed and concretized. This will be complemented with the description of the present state in the field of sustainable investing. The applied methods will include the quantitative measurement of risks where we will analyze the dependence of profitability and sustainability in the form of a selective portfolio theory (Markowitz). Furthermore, the Data Envelopment Analysis (DEA) method will be implemented, and this in order to contrast the relationships between profitability, risk-management and sustainable development. Last but not least, a formalization of the relation of the risk involved and the investment returns will be done, with the aid of a select artificial intelligence method. The results will be used for the support of the decision-making process in the field of unit trust investments.
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
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Mathematical Methods in Economics 2019: Conference Proceedings
ISBN
978-80-7394-760-6
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
451-456
Publisher name
Jihočeská univerzita v Českých Budějovicích
Place of publication
České Budějovice
Event location
České Budějovice
Event date
Sep 11, 2019
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000507570400075

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