Does the integration of ESG factors into optimized portfolio management on the NYSE influence overall portfolio risk and return? Yes and No
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- Title
- Does the integration of ESG factors into optimized portfolio management on the NYSE influence overall portfolio risk and return? Yes and No
- Creator
- Carlo Filippo and Chionetti Smiderle
- Abstract
- This research delves into the intricate interplay between Environmental, Social, and Governance (ESG) criteria and financial performance, further reinforcing the principles of Markowitz's Modern Portfolio Theory. The study aims to elucidate the nuanced role of ESG factors in influencing portfolio outcomes, offering both theoretical insights and practical strategies for ESG-integrated portfolio management. Results reveal that portfolios with high ESG ratings tend to yield lower returns but provide greater stability. In alignment with previous studies, the findings highlight the challenges of consistent ESG reporting and the potential ambiguities from diverse ESG interpretations.
- Subject
- Finance
- Environmental, Social, and Governance (ESG)
- Extent
- 77 pages
- Format
- Publisher
- Regent's University London
- degree
- MSc Finance & Investment (Wealth Management)
- Language
- English
- Date Issued
- 2023
- Type
- Thesis & Dissertation
- Rights Holder
- Carlo Filippo, Chionetti Smiderle and Regent's University London
- Item sets
- Theses or Dissertation