Detail publikace

Modelling Sustainable Investment

TRENZ, O., CHVÁTALOVÁ, Z. SLÁDKOVÁ, J. FALDÍK, O., OSTŘÍŽEK, F.

Originální název

Modelling Sustainable Investment

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

SRI is a long-term investment approach integrating ESG factors in the research, analysis and selection process of securities in investment portfolio. It evaluate of ESG factors in order to better capture long-term return for investors, and benefit the society by influencing the behavior of companies. This articleaims to describe the sustainable assessment model, its restrictive aspects and different possibilities of its deployment. This model combines different sets of indicators starting with economic ones and trying to engage all available social, environment and governance indicators. This engagement is performed by applying DEA model then combining its result with SVA.The model reflects the specifics requirements of the country and industry in which the company operates. SVA can be implemented by calculating weights and benchmark values for each sector of companies. The suggested model will be a backbone of web portal (WEBRIS 2) which is designed for quick and efficient data aggregation andassessment. Finally, the results visualization will be presented in the case study for selected sector.

Klíčová slova

SRI; DEA; efficiency; sustainability assessment; SVA

Autoři

TRENZ, O., CHVÁTALOVÁ, Z.; SLÁDKOVÁ, J.; FALDÍK, O., OSTŘÍŽEK, F.

Vydáno

9. 9. 2020

Nakladatel

Mendel University in Brno, Zemědělská 1, 613 00 Brno, Czech Republic

Místo

Brno, Czech Republic

ISBN

978-80-7509-734-7

Kniha

Conference Proceedings from 38th International Conference on MathematicalMethods in Economics (MME 2020) are licenced under CC BY-NC-ND 4.0 –https://creativecommons.org/licenses/by-nc-nd/4.0/

Edice

1.

Číslo edice

Strany od

599

Strany do

605

Strany počet

7

URL

https://mme2020.mendelu.cz/wcd/w-rek-mme/mme2020_conference_proceedings_final.pdf

BibTex

@inproceedings{BUT165365,
  author="Oldřich {Trenz} and Zuzana {Chvátalová} and Jitka {Sládková} and Oldřich {Faldík} and František {Ostřížek}",
  title="Modelling Sustainable Investment",
  booktitle="Conference Proceedings from 38th International Conference on MathematicalMethods in Economics (MME 2020) are licenced under CC BY-NC-ND 4.0 –https://creativecommons.org/licenses/by-nc-nd/4.0/",
  year="2020",
  series="1.",
  number="",
  pages="599--605",
  publisher="Mendel University in Brno, Zemědělská 1, 613 00 Brno, Czech Republic",
  address="Brno, Czech Republic",
  isbn="978-80-7509-734-7",
  url="https://mme2020.mendelu.cz/wcd/w-rek-mme/mme2020_conference_proceedings_final.pdf"
}