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Sustainable and responsible investment funds in Europe

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F22%3A43919757" target="_blank" >RIV/62156489:43110/22:43919757 - isvavai.cz</a>

  • Result on the web

    <a href="https://doi.org/10.1108/MBE-07-2019-0072" target="_blank" >https://doi.org/10.1108/MBE-07-2019-0072</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1108/MBE-07-2019-0072" target="_blank" >10.1108/MBE-07-2019-0072</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Sustainable and responsible investment funds in Europe

  • Original language description

    Purpose: The sustainable and responsible investing (SRI) is the part of sustainable investment which focusses on mutual funds. The purpose of this paper is to map and evaluate all the active European SRI funds, their performances and correlation with the national identity. Design/methodology/approach: The sample of the research was analysed with descriptive statistics, mainly the frequency, the mean and the correlation analysis. A well-known volatility is represented by the synthetic risk and reward indicator (SRRI). Other two ratings are the environmental, social and governance (ESG) funds score distribution and the ESG funds letter rating distribution. Findings: SRI investment may seem to be performing better than in the funds with a different focus. The segment of SRI funds will grow for the next decade. Research limitations/implications: There is a lack of definitions and clear metrics for sustainable investing. For better performance, it would be also appropriate to examine each country separately. Practical implications: This paper is part of the project targeting to design a model and methodology of SI evaluation taking into account ESG factors and risks, including profitability in a selected sector. This model can be used by investors for better decision-making. Social implications: The paper focusses on the funds selecting investments that fulfil ESG criteria, which are part of the social responsibility and sustainability. Originality/value: An analysis of the current approaches to evaluating investments shows that the key barrier in the transitions to sustainable investment is not taking into account the ESG factors. The research in this paper includes the ESG factors in the evaluation.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    50204 - Business and management

Result continuities

  • 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)

Others

  • Publication year

    2022

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Measuring Business Excellence

  • ISSN

    1368-3047

  • e-ISSN

    1758-8057

  • Volume of the periodical

    26

  • Issue of the periodical within the volume

    3

  • Country of publishing house

    GB - UNITED KINGDOM

  • Number of pages

    16

  • Pages from-to

    229-244

  • UT code for WoS article

    000653136400001

  • EID of the result in the Scopus database

    2-s2.0-85106231380