Decision-Making Support As Part Of The Sustainable Investment In Unit Trust Funds

The article deals with decision-making support in the field of sustainable investment in unit trust funds with an ESG evaluation, in accord with socially responsible investment (SRI). The individual methods, which take into account the analysis of long-term risks in conjunction with the expected investment return, will be analyzed and concretized. This will be complemented with the description of the present state in the field of sustainable investing. The applied methods will include the quantitative measurement of risks where we will analyze the dependence of profitability and sustainability in the form of a selective portfolio theory (Markowitz). Furthermore, the Data Envelopment Analysis (DEA) method will be implemented, and this in order to contrast the relationships between profitability, risk-management and sustainable development. Last but not least, a formalization of the relation of the risk involved and the investment returns will be done, with the aid of a select artificial intelligence method. The results will be used for the support of the decision-making process in the field of unit trust investments.