Publication detail

A critical evaluation of risk return characteristics of environmentally focused stocks companies

ŠKAPA, S. MELUZÍN, T. ZINECKER, M.

Original Title

A critical evaluation of risk return characteristics of environmentally focused stocks companies

Type

journal article in Scopus

Language

English

Original Abstract

The objective of the paper is to critically evaluate and determine risk return profile environmentally focused stocks 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, stocks companies, risk return

Authors

ŠKAPA, S.; MELUZÍN, T.; ZINECKER, M.

RIV year

2013

Released

30. 4. 2013

Publisher

MZLU

Location

Brno

ISBN

1211-8516

Periodical

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

Year of study

61

Number

2

State

Czech Republic

Pages from

501

Pages to

506

Pages count

6

URL

Full text in the Digital Library

BibTex

@article{BUT100404,
  author="Stanislav {Škapa} and Tomáš {Meluzín} and Marek {Zinecker}",
  title="A critical evaluation of risk return characteristics of environmentally focused stocks companies",
  journal="Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis",
  year="2013",
  volume="61",
  number="2",
  pages="501--506",
  doi="10.11118/actaun201361020501",
  issn="1211-8516",
  url="https://acta.mendelu.cz/61/2/0501/"
}