Portfolio diversification and sustainable assets from new perspectives
Year of publication: |
2023
|
---|---|
Authors: | Kanamura, Takashi |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 24.2023, 7, p. 581-600
|
Subject: | α-stable distribution | Bird's-eye perspectives | DCC-X model | Diversification effect | Mean-CVaR portfolio optimization | Sustainable assets | Portfolio-Management | Portfolio selection | Theorie | Theory | Nachhaltige Entwicklung | Sustainable development |
-
Diversification effect of commodity futures on financial markets
Kanamura, Takashi, (2018)
-
Diversification effect of commodity futures on financial markets
Kanamura, Takashi, (2018)
-
Is COVID-19 anticipating the future? : evidence from investors' sustainable orientation
Caferra, Rocco, (2022)
- More ...
-
A profit model for spread trading with an application to energy futures
Kanamura, Takashi, (2011)
-
A profit model for spread trading with an application to energy futures
Kanamura, Takashi, (2011)
-
A profit model for spread trading with an application to energy futures
Kanamura, Takashi, (2011)
- More ...