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ESG Impact on Portfolio Optimization by Naofal AKANHO is a document available to read on EtoBox.
This paper analyzes the impact of Environmental, Social, and Governance (ESG) risk on portfolio optimization using the Markowitz Model, focusing on two groups of stocks from the Technology, Media, and Telecom sectors. The study finds that portfolios with low ESG risk outperform those with high ESG risk in terms of returns and risk-adjusted performance, suggesting that ESG integration enhances financial outcomes while aligning with sustainable investing goals. This research contributes to the discourse on su
- Author
- Naofal AKANHO
- Language
- EN