Co-movement, dependence structure and ethical investment funds under GFC
Year of publication: |
2019
|
---|---|
Authors: | Luo, Hang ; Bhatti, Muhammad Ishaq |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 9.2019, 6, p. 1852-1872
|
Subject: | Co-Movement | Dependence Structure | Ethical Investment | Islamic Mutual Funds | Copula | EVT | Investmentfonds | Investment Fund | Multivariate Verteilung | Multivariate distribution | Nachhaltige Kapitalanlage | Sustainable investment | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Korrelation | Correlation | Anlageverhalten | Behavioural finance | Theorie | Theory |
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