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

Autor: Stanislav Škapa, Tomáš Meluzín, Marek Zinecker
Jazyk: angličtina
Rok vydání: 2013
Předmět:
Zdroj: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 61, Iss 2, Pp 501-506 (2013)
Druh dokumentu: article
ISSN: 20136102
1211-8516
2464-8310
DOI: 10.11118/actaun201361020501
Popis: 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.
Databáze: Directory of Open Access Journals