Does green improve portfolio optimisation?
Md Akhtaruzzaman, Ameet Kumar Banerjee, Sabri Boubaker, Faten Moussa
| Year of publication: |
2023
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|---|---|
| Authors: | Akhtaruzzaman, Md. ; Banerjee, Ameet Kumar ; Boubaker, Sabri ; Moussa, Faten |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 124.2023, p. 1-10
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| Subject: | Green finance | CVaR | Green asset | Greenness | Portfolio optimisation | Social development goals (SDGs) | VaR | Portfolio-Management | Portfolio selection | Nachhaltige Entwicklung | Sustainable development | Sustainable Development Goals | Sustainable development goals | Nachhaltige Kapitalanlage | Sustainable investment | Umweltmanagement | Environmental management | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106831 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014483984