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

Kód výsledku v 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>

Výsledek na webu

<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

—

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

—

OECD FORD obor

50202 - Applied Economics, Econometrics

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

2019

Kód důvěrnosti údajů

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

Název statě ve sborníku

Mathematical Methods in Economics 2019: Conference Proceedings

ISBN

978-80-7394-760-6

ISSN

—

e-ISSN

—

Počet stran výsledku

6

Strana od-do

451-456

Název nakladatele

Jihočeská univerzita v Českých Budějovicích

Místo vydání

České Budějovice

Místo konání akce

České Budějovice

Datum konání akce

11. 9. 2019

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

000507570400075