Publicação
Asset allocation with environmental, social, and governance concerns: exploring environmental, social, and governance investment strategies in portfolio management
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Ottonello, Giorgio | |
| dc.contributor.author | Meyer, Christian | |
| dc.date.accessioned | 2024-12-06T16:13:34Z | |
| dc.date.available | 2024-12-06T16:13:34Z | |
| dc.date.issued | 2024-01-22 | |
| dc.date.submitted | 2023-12-18 | |
| dc.description.abstract | This research explores different ESG investment strategies in portfolio manage ment, analyzing their performance and risk variances for optimal risk-return out comes. Using MSCI ESG indexes, the study reveals a slight decrease in financial returns with higher screening intensity. Well-diversified ESG indexes showed no reduced returns compared to a non-restricted index. Surprisingly, monthly vari ance across indexes remained equal regardless of the screening intensity. Jensen's alpha estimation found no significant differences in risk-adjusted returns among the observed ESG indexes. These findings build on previous literature and shed light on the complexities of ESG strategies within investment landscapes. | pt_PT |
| dc.identifier.tid | 203681150 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/176292 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | UID/ECO/00124/2013 | pt_PT |
| dc.subject | Esg (environmental | pt_PT |
| dc.subject | Social | pt_PT |
| dc.subject | Governance) | pt_PT |
| dc.subject | Investment strategies | pt_PT |
| dc.subject | Investment performance | pt_PT |
| dc.subject | Esg screenings | pt_PT |
| dc.title | Asset allocation with environmental, social, and governance concerns: exploring environmental, social, and governance investment strategies in portfolio management | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Master’s degree in Finance from the Nova School of Business and Economics. | pt_PT |