Integrating ESG risks into value-at-risk
Paolo Capelli, Federica Ielasi, Angeloantonio Russo
| Year of publication: |
2023
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|---|---|
| Authors: | Capelli, Paolo ; Ielasi, Federica ; Russo, Angeloantonio |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-8
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| Subject: | ESG risk | Financial portfolio | Market risk | Value-at-risk | Volatility | Risikomaß | Risk measure | Volatilität | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risiko | Risk | Nachhaltige Kapitalanlage | Sustainable investment | Corporate Social Responsibility | Corporate social responsibility | Marktrisiko | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103875 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473247