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Integrating ESG scores into asset allocation and portfolio optimization through a GUI application.

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LucS12/ESG-Score-Integration

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ESG-Score-Integration

In progress project containing the creation of ESG scores for Nasdaq Composite Index members and its integration in asset allocation methods.

Data Folders:

  • data/esg_scores: CSV files, Jupyter Notebook report, and Python code used to generate ESG scores for Nasdaq Composite Index members.
  • data/nasdaq-comp: CSV and Python files used to gather ESG data from the Bloomberg Terminal.
  • data/price-data: CSV and Python files used to gather stock and index price data from the Bloomberg Terminal.

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Integrating ESG scores into asset allocation and portfolio optimization through a GUI application.

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