Does green improve portfolio optimisation?
Year of publication: |
2023
|
---|---|
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
|
Subject: | Green finance | CVaR | Green asset | Greenness | Portfolio optimisation | Social development goals (SDGs) | VaR | Portfolio-Management | Portfolio selection | Nachhaltige Entwicklung | Sustainable development | Nachhaltige Kapitalanlage | Sustainable investment | Umweltmanagement | Environmental management |
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