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Year of publication
Subject
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DCC-GARCH 2 dynamics portfolio 2 hedging effectiveness 2 optimal hedge ratio 2 Foreign portfolio investment 1 Hedging 1 Nachhaltige Kapitalanlage 1 Portfolio selection 1 Portfolio-Investition 1 Portfolio-Management 1 Sustainable investment 1 Theorie 1 Theory 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Frensidy, Budi 2 Huruta, Andrian Dolfriandra 2 Robiyanto, Robiyanto 2 Yuliana, Ashalia Fitri 2
Published in...
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Cogent Business & Management 1 Cogent business & management 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Sustainable and responsible investment dynamic cross-asset portfolio
Robiyanto, Robiyanto; Huruta, Andrian Dolfriandra; … - In: Cogent Business & Management 10 (2023) 1, pp. 1-14
Nowadays, the ESG-oriented portfolios are very popular. This study aims to study the performance of cross-asset portfolios between eco-friendly stocks (represented by Sri-Kehati index) with cryptocurrencies, bonds and gold. The data used in the study were the daily return of each instrument from...
Persistent link: https://www.econbiz.de/10014527774
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Cover Image
Sustainable and responsible investment dynamic cross-asset portfolio
Robiyanto, Robiyanto; Huruta, Andrian Dolfriandra; … - In: Cogent business & management 10 (2023) 1, pp. 1-14
Nowadays, the ESG-oriented portfolios are very popular. This study aims to study the performance of cross-asset portfolios between eco-friendly stocks (represented by Sri-Kehati index) with cryptocurrencies, bonds and gold. The data used in the study were the daily return of each instrument from...
Persistent link: https://www.econbiz.de/10014466665
Saved in:
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