Att integrera ESG-preferenser i finansiella rådgivningsmodeller

When the Sustainable Finance Disclosure Regulation (SFDR) went into effect in 2021, \glspl{fmp} and \glspl{fa} received a massive responsibility of disclosure and active decision making regarding ESG data. To comply with the new regulations, existing models and processes for making investments needed to be updated or replaced. This thesis proposes a portfolio optimization model which takes ESG preferences into account, primarily focused on financial advice for pension saving. The model focuses heavily on long term investing, ignoring metrics like the Sharpe ratio in favor of Strategic asset allocation. A method of quantifying SFDR and PAI data is developed and used to input ESG metrics into the model. The results show that, on average, a customer can with relatively small sacrifices in terms of cost and risk alignment, improve SFDR and PAI consideration substantially. It is also apparent that a breadth of choice is vital for good performance.