Factor data is obtained from Thailand’s Factor Library, supported by Capital Market Development Fund (CMDF) and SETSMART Enterprise, SET 4 Run Buy & Hold Strategy for each port To analyze risk & return
COLLABORATION WITH CORE TEAM SUCH AS SUSTAINABILITY TEAM, RISK MANAGEMENT TEAM, FINANCE TEAM TCFD REGISTRATION PUBLIC DISCLOSURE DEVELOPMENT REPORTING 01 03 05 02 04 JULY 2021 MAY 2021 JUNE 2021 APRIL 2021
2 Background • Development of investment portfolio theory • TPT, MPT and PMPT (Lekovic, 2021) • Modern Portfolio Theory (Markowitz, 1952) • Rational investor • Multiple Assets • Overall risk • The
) • Financial sector & high risk non-financial sectors • Transition risks & physical risks (and opportunities) • Forward-looking information & scenario analysis • Short-term, medium-term & long-term • Qualitative
(มหาชน) 2 • K-Strategy • Sustainable Development Framework and Policy • Environmental Management Experience Sharing • Environmental Report AGENDA 3 • K-Strategy • Sustainable Development Framework and
phenomenon? 6/29/2015 6 6/29/2015 7 Growth-based Explanation Risk-based Explanation MBEB conveys positive information about future earnings (Bartov et al., 2002) Market rewards possibly are attributed to
Digital Risk Management 18 Strategic Risk Management 19 3. Business Directions and Operations of Core Businesses 21 3.1 Sustainable Development and Corporate Governance 21 3.2 Business Directions of
Management 17 Digital Risk Management 18 Strategic Risk Management 19 3. Business Directions and Operations of Core Businesses 20 3.1 Sustainable Development and Corporate Governance 20 3.2 Business
Slide 1 Geopolitical Risk and Firm Value: Evidence from Emerging Markets SEC Capital Market Symposium 2023 29th November 2023 Sasin Pringpong Sakkakom Maneenop Anutchanat Jaroenjitrkam Disclaimer
high emissions are most affected. • Substitution Risk: Will customers seek lower carbon alternatives? Emission-intensive companies will be most affected • Technology Risk: Will technologies be developed