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ESG-investerande och portföljresultat: En studie av ESG-investerande utifrån metoden bäst-i-klassen
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
2015 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAlternative title
ESG investments and portfolio results : A study of ESG investments based on the best-in-class method (English)
Abstract [sv]

Till följd av en mer globaliserad och industriell omvärld har hållbarhetsfrågor sett till miljö och samhälle blivit en vardaglig rubrik i finansvärlden. Att företag ska ha aktivt arbete mot hållbarhet och ansvarstagande är på så när en självklarhet om inte ett måste. Denna studies syfte är att undersöka ansvarsfullt investerande och portföljresultat. För att analysera detta förhållande fokuserar arbetet på ESG där dess dimensioner inkluderas gemensamt genom optimering, diskussion och slutsats. Arbetet berör hur ESG kan integreras i investeringsprocessen men tyngden av studien och den övergripande frågan angriper diskussionen kring en portföljs resultat vid inkluderande av ESG. Metoder som används är Modern portföljteori kombinerat med implementering av ESG enligt ”bäst-i-klassen”. Studiens resultat leder till slutsatsen att ESG utöver dess positiva effekter, förutsatt en korrekt bedömning, på hållbarhet även är finansiellt argumenterbart för investerare.

Abstract [en]

As a result of a more globalized and industrial world, sustainability issues in terms of the environment and society has become an everyday heading in the financial world. The fact that companies should work actively towards sustainability and accountability is today a necessity rather than a choice. The purpose of this study is to research responsible investment (RI) and portfolio performance. To examine this relationship the study focuses on ESG where its dimensions will be included jointly through optimization, discussion and conclusion. The report outlines how ESG can be integrated into the investment process, but the weight of the study addresses the discussion of a portfolio's performance at the inclusion of ESG. Methods used are Modern Portfolio Theory (MPT) combined with the implementation of ESG according to "best-in-class". The results of the study lead towards the conclusion that ESG in addition to its positive effects, provided an accurate assessment, on sustainability also is financially arguable for investors.

Place, publisher, year, edition, pages
2015.
Series
TRITA-MAT-K, 2015:18
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:kth:diva-170167OAI: oai:DiVA.org:kth-170167DiVA: diva2:828718
Subject / course
Applied Mathematical Analysis
Educational program
Master of Science in Engineering - Industrial Engineering and Management
Supervisors
Examiners
Available from: 2015-06-30 Created: 2015-06-28 Last updated: 2015-06-30Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
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