Incorporating esg metrics into optimal investment portfolios: the black-litterman model

It is mandatory we choose a set of 20+ stocks using eikon refinitiv or a
similar platform, like yahoo finance (although it is not as detailed).
We will look at these stocks from 2012-2022, then create a personalized
forecast, until 2024.

For each group of stocks I would like to create one high esg performing
portfolio, one low esg performing portfolio, one optimal portfolio and
one black litterman enhanced portfolio. We will then compare our
forecasted findings of 2023 and 2024 with the real world 2023 and 2024
performance of these stocks.

If you have a better idea on how to structure the paper please feel free
to provide the feedback.

Regardless, it is mandatory to use Microsoft excel to create all of
this.

Finally, all this will be assembled onto a Microsoft word document
(12,000-15,000 words and 60-80 pages) using this structure:

– Standard title page
– Abstract
– Table of contents
– Symbols and abbreviations
– Introduction on topic
– Previous work on ESG investing and BL model
– Theory, methodologies developed/used
– Work done and results obtained
– Discussion of results
– Conclusions (including a clear statement of what has been achieved)
– Suggestions for further work
– References
– Acknowledgements
– Appendices

Please let me know if there is any other information I can provide to

facilitate this procedure- Standard title page – Abstract: About 200
words long in the standard format, the abstract is essential and must be
included in all reports. It should enable a reader to quickly assess
the subject matter of the report, to learn the essentials of the work
carried out and the principal conclusions. – Table of contents – Symbols
and abbreviations: All symbols and abbreviations used in the report
should be used consistently and should conform to those recognised as
standard in the field under discussion. Only SI units and corresponding
standard abbreviations used for these units should be used. Any use of
mixed units (e.g., SI and CGS) should be avoided as far as possible. A
list of all symbols and abbreviations used in the project should be
given under the heading Symbols and Abbreviations following the Table of
Contents. Introduction: The Introduction, which is an essential part of
a project report, should give the background to the work, appreciation
of its scope and its evaluation in relation to previous work. It should
give an overview of the project and the report. It is recommended to
include only those materials here that have been found to be relevant
during the literature survey on the project, giving the full reference
in the recognised format (see below). The Introduction should end with a
subsection containing the clearly stated aims and objectives of the
project. – Previous work – Theory, methodologies developed/used: Here
the appropriate theory and/or methodologies on which the project work is
based and which are required for the interpretation of results are
described with relevant references. It is not recommended to include
extensive text book work or extracts from published work unless they are
essential to the understanding of the work that follows. When this is
done it must be acknowledged by quotation marks and references. Such
detailed work may be more appropriately presented as an appendix. – Work
done and results obtained: This essential part should be the backbone
of the project report. Any theory that has been developed as original
work and is essential to the project should be included here. Any
essential formulae should be quoted and any relevant sources should be
referred to in the references. However, too much theory often holds up
the main story and can be better included in an appendix if it is deemed
necessary. All results obtained should be extensively analysed and
discussed in light of the aims and objectives of the project. If
appropriate, the accuracy and reliability of results should be discussed
and attention should be drawn to any uncertainties and limitations. –
Discussion of results – Conclusions (including a clear statement of what
has been achieved): This is probably the most important part of a
project and must state what has been achieved giving a critical
discussion of the implication of the results obtained. Conclusions
should briefly summarise the main results obtained in the work by
referring to the aims and objectives against which the success of the
project will be judged. Care should be taken to keep this section short
and concise. Materials contained in previous sections should not be
repeated a lot but any suggestions for further work should be included
if appropriate. – Suggestions for further work – References: Harvard
referencing. A numbered list of references must be provided under
References. These should cover all papers, books and any other source
cited or used in course of the project work (excluding any materials
that were not read or understood). All references listed under
References must be cited in the text. Only one reference should be
listed per reference number. The list of references should be arranged
in the order of citation in text, not in alphabetical order. –
Acknowledgements – Appendices: These should contain material which is
considered to be essential but which, as indicated above, would
interrupt the flow of the main sections of the report. The reader can
then decide if, and when, it is relevant to consult these sections.
Appendices should also include data sheet on circuits or designs or
equipment or programming script which play an essential role in the
project. ** It is worth mentioning, unless something better is
proposed**: please make sure we choose a set of 20-24 stocks using eikon
refinitiv. We will look at these stocks from 2012-2022, then create a
personalized forecast, until 2024. For each, I would like to create one
high esg performing portfolio, one low esg performing portfolio, one
optimal portfolio and one black litterman enhanced portfolio. We will
then compare our forecasted findings of 2023 and 2024 with the real
world 2023 and 2024 performance of these stocks. We will use excel to
create and perform all of this.