Examinando por Materia "ESG criteria"
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Ítem Diseño de portafolio ASG de renta variable MILA(Universidad EAFIT, 2022) Abad Peréz, Juan Manuel; Zúñiga Osorio, Alejandro; Botero Ramírez, Juan CarlosThe MILA Latin American Integrated Market reflects the interest of equity issuers and investors in the inclusion of ESG2 sustainability criteria, to achieve value creation through financial reward, but benefiting society and the environment. The purpose of this work is to design a portfolio with the best ESG equity stocks from 2018 to 2020 that are part of this market and reflect the criteria and sustainability factors that allowed these companies to achieve this position. The study approach is quantitative, with descriptive scope and longitudinal design. The result is the design of an ideal and representative portfolio of the best ESG equities MILA 2018-2020.Ítem Inversión ASG frente a inversión tradicional en Colombia. Un asunto de eficiencia(Universidad EAFIT, 2024) Ochoa Jiménez, Isaac; Restrepo Ochoa , Diana ConstanzaAlthough investing under environmental, social and governance (ESG) criteria has recently gained interest, the academic literature still does not allow to conclude whether acting in accordance with such criteria partially sacrifices the pecuniary benefit or efficiency sought in the traditional investment. This research analyzes whether investment that incorporates ESG criteria presents differences with respect to traditional investment, by comparing its risk-return relationship in the Colombian stock market in the period 2015-2022. To do this, two indices were built under ESG criteria, and their performance was compared with the MCSI Colcap index, where the latter, as the general index of the Colombian stock market, represents traditional investment. The results of the study reflect that, when studying the entire samples based on the Sharpe ratio, ESG investment was more efficient than traditional investment. However, during the pandemic period, the latter performed better. The explanation of why these results were presented for ESG investment will give rise to other studies on the subject.Ítem Optimizando la gestión de portafolios con inversión responsable y finanzas sostenibles(Universidad EAFIT, 2024) Arroyave Giraldo, Natalia; Escobar Tabares, Natalia