Publication detail

Modelling Sustainable Investment

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

Original Title

Modelling Sustainable Investment

Type

conference paper

Language

English

Original Abstract

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.

Keywords

SRI; DEA; efficiency; sustainability assessment; SVA

Authors

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

Released

9. 9. 2020

Publisher

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

Location

Brno, Czech Republic

ISBN

978-80-7509-734-7

Book

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/

Edition

1.

Edition number

Pages from

599

Pages to

605

Pages count

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"
}