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The Beneficial Role of Green Bonds as a New Strategic Asset Class Dynamic : Dependencies, Allocation and Diversification Before and During the Pandemic Era
Martiradonna, Monica; Romagnoli, Silvia; Santini, Amia - 2022
The paper proposes a full comprehensive analysis of green bond diversification benefits, their comovementwith multiple market indices, and the corresponding implications for portfolio allocation.Based on a time-frame of seven years, divided into four sub-periods, the co-movements of...
Persistent link: https://www.econbiz.de/10013298246
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Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano; Geman, Hélyette; Romagnoli, Silvia - In: Applied economics 52 (2020) 26, pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
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The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Martiradonna, Monica; Romagnoli, Silvia; Santini, Amia - In: Energy economics 120 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014284561