Factors influencing decision making in sustainable, responsible and impact investing

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F18%3A43913771" target="_blank" >RIV/62156489:43110/18:43913771 - isvavai.cz</a>

Výsledek na webu

<a href="http://ece.mendelu.cz/wcd/w-rek-ece/ece2018_fin.pdf" target="_blank" >http://ece.mendelu.cz/wcd/w-rek-ece/ece2018_fin.pdf</a>

DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Factors influencing decision making in sustainable, responsible and impact investing

Popis výsledku v původním jazyce

This paper deals with the sustainable investing issue. Special attention will be paid to sustainable, responsible, and impact investing (SRI) and so called ESG investing. This type of investing incorporates measurable criteria to compare investments across the three broad categories of Environment, Social and Governance (ESG). The results will be based on the Mutual Fund and Exchange-Traded Fund (ETF) Performance Chart which displays all sustainable, responsible and impact mutual funds and ETFs offered by member firms of theFoundationǯs Center for Sustainable Investment Education. 178 SRI funds will be evaluated and compared. The correlation between the assets under management (AUM) and the 5 year return will be observed as well as the relation between the 5 year return and the management fee. From these outcomes, negligible dependence of the management fee (Mgmt) on the volume of managed funds can be deduced, but a certain dependence of the average five-year (stable) return on the invested funds can be drawn. In case of the relationship between the 5-year average return (5yr) and the management fee, we can only confirm mutual independence of the assessed quantities. The results will be used for the recommendations in the investment decision making process.

Název v anglickém jazyce

Factors influencing decision making in sustainable, responsible and impact investing

Popis výsledku anglicky

This paper deals with the sustainable investing issue. Special attention will be paid to sustainable, responsible, and impact investing (SRI) and so called ESG investing. This type of investing incorporates measurable criteria to compare investments across the three broad categories of Environment, Social and Governance (ESG). The results will be based on the Mutual Fund and Exchange-Traded Fund (ETF) Performance Chart which displays all sustainable, responsible and impact mutual funds and ETFs offered by member firms of theFoundationǯs Center for Sustainable Investment Education. 178 SRI funds will be evaluated and compared. The correlation between the assets under management (AUM) and the 5 year return will be observed as well as the relation between the 5 year return and the management fee. From these outcomes, negligible dependence of the management fee (Mgmt) on the volume of managed funds can be deduced, but a certain dependence of the average five-year (stable) return on the invested funds can be drawn. In case of the relationship between the 5-year average return (5yr) and the management fee, we can only confirm mutual independence of the assessed quantities. The results will be used for the recommendations in the investment decision making process.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

50206 - Finance

Projekt

<a href="/cs/project/GA17-23448S" target="_blank" >GA17-23448S: Modelování a simulace udržitelného investování pro podporu rozhodování</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2018

Kód důvěrnosti údajů

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

Název statě ve sborníku

Enterprise and Competitive Environment: Conference Proceedings

ISBN

978-80-7509-561-9

ISSN

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e-ISSN

neuvedeno

Počet stran výsledku

11

Strana od-do

209-219

Název nakladatele

Mendelova univerzita v Brně

Místo vydání

Brno

Místo konání akce

Brno

Datum konání akce

22. 3. 2018

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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