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

Kód výsledku v 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>

Výsledek na webu

<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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Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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&apos;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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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&apos;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.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

10103 - Statistics and probability

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

Mathematical Methods in Economics 2018: Conference Proceedings

ISBN

978-80-7378-372-3

ISSN

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e-ISSN

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Počet stran výsledku

6

Strana od-do

606-611

Název nakladatele

MatfyzPress

Místo vydání

Praha

Místo konání akce

Jindřichův Hradec

Datum konání akce

12. 9. 2018

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

000507455300105