Detail publikace

Fuzzy confrontations of models of ESG investing versus non-ESG investing based on artificial intelligence algorithms

ŠKAPA, S. BOČKOVÁ, N. DOUBRAVSKÝ, K. DOHNAL, M.

Originální název

Fuzzy confrontations of models of ESG investing versus non-ESG investing based on artificial intelligence algorithms

Typ

článek v časopise ve Web of Science, Jimp

Jazyk

angličtina

Originální 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.

Klíčová slova

Fuzzy similarity; environmental; social and governance; ESG; sustainable investing; common sense

Autoři

ŠKAPA, S.; BOČKOVÁ, N.; DOUBRAVSKÝ, K.; DOHNAL, M.

Vydáno

31. 1. 2022

Nakladatel

Taylor & Francis

Místo

Oxfordshire United Kingdom

ISSN

2043-0809

Periodikum

Journal of Sustainable Finance & Investment

Ročník

13

Číslo

1

Stát

Spojené království Velké Británie a Severního Irska

Strany od

1

Strany do

13

Strany počet

13

URL

https://www.tandfonline.com/doi/full/10.1080/20430795.2022.2030666

Plný text v Digitální knihovně

http://hdl.handle.net/11012/203909

BibTex

@article{BUT176284,
  author="Stanislav {Škapa} and Nina {Bočková} and Karel {Doubravský} and Mirko {Dohnal}",
  title="Fuzzy confrontations of models of ESG investing versus non-ESG investing based on artificial intelligence algorithms",
  journal="Journal of Sustainable Finance & Investment",
  year="2022",
  volume="13",
  number="1",
  pages="1--13",
  doi="10.1080/20430795.2022.2030666",
  issn="2043-0809",
  url="https://www.tandfonline.com/doi/full/10.1080/20430795.2022.2030666"
}