导航环境,社会和治理 (ESG) 格局:构建一个强大可靠的评分引擎 - 洞察数据源选择,指标确定,权重和聚合技术以及全面的ESG评分系统的验证过程
Yiting Liu1, Joerg Osterrieder1,2, Branka Hadji Misheva1
1Institution of Applied Data Science and Finance, Bern University of Applied Sciences, Bern Business School, Bern, Bern, 3005, Switzerland.
Open research Europe
|October 16, 2023
概括
开发可靠的环境,社会和治理 (ESG) 评分引擎需要仔细考虑数据来源,指标选择和权重方法. 强有力的验证确保其准确性和相关性.
科学领域:
- 环境,社会和治理 (ESG) 研究
- 数据科学和数据分析
- 金融风险管理 金融风险管理
背景情况:
- 越来越多的利益相关者要求透明的ESG绩效指标.
- 当前ESG评分方法和数据可靠性的挑战.
- 在投资决策中ESG因素的相关性越来越大.
研究的目的:
- 概述一个可靠的环境,社会和治理 (ESG) 评分引擎的构建.
- 批判性地评估数据来源,指标选择和权重方法.
- 为设计和实施强大的ESG评分系统提供指导方针.
主要方法:
- 对自我报告,第三方和替代数据类型的评估.
- 分析标准化与定制化的ESG指标方法.
- 权重方法的剖析:平等,因子和多标准决策分析.
- 探索验证,基准测试和敏感性分析.
主要成果:
- 在ESG指标选择和数据利用中确定权衡.
- 展示各种权重技术对ESG评分的影响.
- 验证过程将ESG评分与财务业绩相关联.
- 案例研究说明了讨论的技术的实际实施.
结论:
- 一个强大的ESG评分引擎对于准确的利益相关者评估至关重要.
- 数据,指标和权重中的方法选择显著影响ESG评分.
- 白皮书为开发可靠的ESG评分系统提供了实际见解.
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