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标题:Performance Analysis of Sustainable Investments in the Brazilian Stock Market: A Study About the Corporate Sustainability Index (ISE)
时间:2020-09-16 16:14:56
DOI:10.1007/s10551-012-1484-2
大小:762 kb
页数:19 PAGES
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目录:
  • Performance Analysis of Sustainable Investments in the Brazilian Stock Market: A Study About the Corporate Sustainability Index (ISE)
    • Abstract
    • Introduction
    • Concepts
      • Sustainable Investment
        • Strategies
        • Evolution
      • Sustainability Indices in the Stock Market
    • Literature Review
    • Methodology
      • Portfolio Performance Measures
        • Sharpersquors Measure (ShM)
        • Treynorrsquors Measure (TM)
        • Sortinorsquors Measure (SoM)
        • Omega Measure (ohm)
      • Normality and Stationarity Tests
        • Jarque--Bera Test
        • Dickey-Fuller Test
    • Results and Discussion
      • Characterization of ISE Portfolios
        • Companies
        • Sectoral Composition
      • Comparison of ISE Performance
        • Level of Liquidity
        • Basic Return and Risk Performance
        • Sharpe and Treynor Analyses
        • Sortino Analysis
        • Omega Analysis
    • Conclusion and Directions for Further Research
    • References

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