| Autor: |
Škapa, Stanislav, Bočková, Nina, Doubravský, Karel, Dohnal, Mirko |
| Zdroj: |
Journal of Sustainable Finance & Investment; Jan2023, Vol. 13 Issue 1, p763-775, 13p |
| Abstrakt: |
ESG (Environmental, social, and corporate governance) parameters are involved in investing-related decision-making. DESG (Dominantly ESG) related investing represents a complex tasks studied under severe information shortages. NESG (Non-dominantly ESG) investing either ignores ESG parameters completely or it takes it as less important. ESG investing is partially DESG and partially NESG. A very simple fuzzy reasoning algorithm is used to find out the similarity between DESG and NESG in this paper. A similarity graphs is generated. An edge represents a fuzzy similarity between two nodes / conditional statements. Each statement specifies fuzzy conditions under which some DESG/NESG tools are mutually similar or totally dissimilar. Examples of investing tools are Developed Markets, Emerging Markets Small Caps, Sustainability Index and Environmental Social Governance Index. The following five parameters of investing tools are Risk, Cost, Return, Drop, and Correlation. Low pairwise fuzzy similarities between DESG and NESG are detected. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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