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ESG integration and financial performance : a dual analysis of global equity ETFS and optimised portfolios
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| 1.26 MB | Adobe PDF |
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This thesis traces the story of how ESG principles reshape global equity investment. We traverse a universe of sustainability screens, from light touch to hard edged exclusions, and investigate "best in class" and "worst in class" stock selection. Along the way, we observe how conservative ESG tilts blend seamlessly with classical returns, while more severe filters can greatly alter performance,
absorbing shocks, and guiding investors towards more stable options. Ultimately, ESG is less a shortcut to higher returns than a map for navigating risk, pointing portfolio decisions toward long term direction and stability.
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Palavras-chave
ESG Investing Sustainable finance Equity ETFs Portfolio optimization Risk-adjusted returns