A critical evaluation of risk-return characteristics of environmentally focused stock's companies

Stanislav Škapa, Tomáš Meluzín and Marek Zinecker
Additional contact information
Stanislav Škapa: Department of Economy, Faculty of Business and Management, Brno University of Technology, Kolejní 4, 612 00 Brno, Czech Republic
Tomáš Meluzín: Department of Economy, Faculty of Business and Management, Brno University of Technology, Kolejní 4, 612 00 Brno, Czech Republic
Marek Zinecker: Department of Finance, Faculty of Business and Management, Brno University of Technology, Kolejní 4, 612 00 Brno, Czech Republic

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2013, vol. 61, issue 2, 501-506

Abstract: The objective of the paper is to critically evaluate and determine risk-return profile environmentally focused stock's companies which are covered by STOXX Global ESG Environmental Leaders Index and whether this index should be taken in as an independent asset class of investments portfolio for its risk-return improvement. This paper gives an empirical view on the ex-post asset classes characteristics focused mainly on risk side of investment.

Keywords: environment; investment; stock's companies; risk-return (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://acta.mendelu.cz/doi/10.11118/actaun201361020501.html (text/html)
http://acta.mendelu.cz/doi/10.11118/actaun201361020501.pdf (application/pdf)
free of charge

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mup:actaun:actaun_2013061020501

DOI: 10.11118/actaun201361020501

Access Statistics for this article

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis is currently edited by Markéta Havlásková

More articles in Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis from Mendel University Press
Bibliographic data for series maintained by Ivo Andrle ().