Risk connectedness between green and conventional assets with portfolio implications
Year of publication: |
2023
|
---|---|
Authors: | Naeem, Muhammad Abubakr ; Karim, Sitara ; Tiwari, Aviral Kumar |
Subject: | Conventional assets | DECO-GARCH | Green assets | Risk connectedness | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Risikomanagement | Risk management |
-
Portfolio construction and risk budgeting
Scherer, Bernd, (2004)
-
Systemic risk-driven portfolio selection
Capponi, Agostino, (2022)
-
Default option, risk-aversion and household borrowing behaviour
Größl, Ingrid, (2007)
- More ...
-
Are exchange rate contagions asymmetric? : evidence from emerging market economies
Naeem, Muhammad Abubakr, (2023)
-
Quantifying systemic risk in US industries using neural network quantile regression
Naeem, Muhammad Abubakr, (2022)
-
Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19
Naeem, Muhammad Abubakr, (2023)
- More ...