This course aims to expose students to the fast-growing areas of sustainable finance and impact investing.🌱
Two out of four assignments that were done during the semester were coding challenges in which we had to compute different portfolios and comment on the results. In both homeworks, we analyzed the stock information of the developing countries. 📈
The objectives of this homework were the following:
- Evaluate the impact of diversication in portfolio construction
- Build portfolios of stocks based on the mean-variance criterion (effcient frontier)
- Evaluate the effect of imposing restriction on the set of asset
The objectives of this homework were the following:
- Evaluate the (weighted average) carbon intensity of a business-as-usual (BAU) portfolio
- Build a decarbonized portfolios of stocks based on the mean-variance criterion (effcient frontier)
- Evaluate the relative performance of BAU and decarbonized portfolios
All the results and comments are available in reports.