Do green investments improve portfolio diversification? : evidence from mean conditional value-at-risk optimization
Hachmi Ben Ameur, Zied Ftiti, Waël Louhichi, Mohamed Yousfi
| Year of publication: |
2024
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| Authors: | Ben Ameur, Hachmi ; Ftiti, Zied ; Louhichi, Waël ; Yousfi, Mohamed |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 94.2024, Art.-No. 103255, p. 1-19
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| Subject: | Conditional value-at-risk ratio | Green finance | Portfolio management | Risk management | Sustainable asset | Portfolio-Management | Portfolio selection | Risikomanagement | Risikomaß | Risk measure | Nachhaltige Kapitalanlage | Sustainable investment | Kapitalanlage | Financial investment | Nachhaltige Entwicklung | Sustainable development |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103255 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543934