A critical evaluation of risk-return characteristics of environmentally focused stock’s companies

A critical evaluation of risk-return characteristics of environmentally focused stock’s companies

The objective of the paper is to critically evaluate and determine risk-return profile environmentally focused stock’s companies which are covered by STOXX Global ESG Environmental Leaders Index and whether this index should be taken in as an independent asset class of investments portfolio for its...

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Bibliographic Details
Main Authors: Stanislav Škapa, Tomáš Meluzín, Marek Zinecker
Format: Article
Language:English
Published: Mendel University Press 2013-01-01
Series:Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
Subjects:
environment
investment
stock’s companies
risk-return
Online Access:https://acta.mendelu.cz/61/2/0501/
Description
Summary:The objective of the paper is to critically evaluate and determine risk-return profile environmentally focused stock’s companies which are covered by STOXX Global ESG Environmental Leaders Index and whether this index should be taken in as an independent asset class of investments portfolio for its risk-return improvement. This paper gives an empirical view on the ex-post asset classes characteristics focused mainly on risk side of investment.
ISSN:1211-8516
2464-8310

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