Aplikace metod teorie portfolia na akcie splňující ESG kritéria – Bc. Kristína Černá
Bc. Kristína Černá
Master's thesis
Aplikace metod teorie portfolia na akcie splňující ESG kritéria
Application of portfolio theory methods to stocks meeting ESG criteria
Abstract:
Primárnym cieľom tejto diplomovej práce je aplikovať metódy teórie portfólia za účelom zostavenia optimálneho portfólia z akcií, ktoré spĺňajú vybrané ESG kritériá, a následné porovnanie výkonnosti tohto portfólia v čase. V prvej kapitole tejto práce sú popísané teoretické východiská udržateľného investovania a definované pojmy súvisiace s touto témou. Druhá kapitola predstavuje empirickú literatúru …moreAbstract:
The primary goal of this thesis is to apply the portfolio theory methods to build an optimal portfolio that consists of stocks that meet specific ESG criteria and study its performance in time. The first chapter of this thesis presents the theoretical background of sustainable investing and defines concepts related to this topic. The second chapter introduces findings of the empirical literature on …more
Language used: English
Date on which the thesis was submitted / produced: 13. 5. 2022
Identifier:
https://is.muni.cz/th/zxx2t/
Thesis defence
- Date of defence: 23. 6. 2022
- Supervisor: Ing. Dagmar Vágnerová Linnertová, Ph.D.
- Reader: Ing. Lucie Staněk Gyönyör
Citation record
ISO 690-compliant citation record:
ČERNÁ, Kristína. \textit{Aplikace metod teorie portfolia na akcie splňující ESG kritéria}. Online. Master's thesis. Brno: Masaryk University, Faculty of Economics and Administration. 2022. Available from: https://theses.cz/id/3h4h4z/.
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Finance / Finance
Theses on a related topic
-
Vliv ESG skóre a úrovně vykazování ESG na finanční výkonnost vybraných průmyslových veřejně obchodovaných společností
Šárka Ustohalová -
ESG quality as a factor for resilience in crises. Critical analysis of the impact of ESG ratings on capital market performance of German companies in volatile markets
Jonas Simon Bloch -
Impact of ESG Performance on Cost of Equity in Eastern Europe
René Achim Ralph Heymann -
Impact of ESG on company value
Iryna Manzhos -
Impact of ESG Scores on Stock Returns: evidence from the European stock market
Rita Nicole Magalhães Castro -
Impact of ESG on Corporate Financial Performance: pharmaceutical industry
Anastasiia Mazurok -
Impact of ESG on companies financial performance
Karina Fakhretdinova