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Implementations of asset allocation models with the integration of ESG (Environmental, Social, and Governance) criteria in the form of quantitative ESG firm scores. The goal is to examine how investor preferences regarding ethical standards and practices can affect their capital allocation towards assets.

Python 2.43% Jupyter Notebook 97.57%

esg-asset-allocation's Introduction

ESG-asset-allocation

Here, I include asset allocation implementations with the integration of ESG criteria. Socially responsible practices and standards are a growing concern all around the world, so efficient ways of implementing it are being demanded. I am also passionate about ethics and social responsible standards such as environmental concerns, so I wish to learn about efficient ways of integrating this for investors in the financial sector. These implementations will attempt to use quantifiable ESG metrics, such as firm scores that measure how ethical they are in ESG criteria, in combination with asset allocation techniques.

Files Included:

  • 5Methods_esg_allocation.ipynb: notebook file with a report written around the code discussing the topics included in detail along with each step of the implementation.

  • 5Methods_esg_allocation.py: python file with the raw code only from the report above.

  • scores.csv: csv file containing sample ESG scores for S&P500 names used in the files above.

esg-asset-allocation's People

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