Should investors include green bonds in their portfolios? : Evidence for the USA and Europe
Yingwei Han, Jie Li
| Year of publication: |
2022
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|---|---|
| Authors: | Han, Yingwei ; Li, Jie |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 80.2022, p. 1-14
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| Subject: | Conditional value-at-risk | Dynamic R-vine copula | Green bonds | Portfolio diversification | USA | United States | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | EU-Staaten | EU countries | Anleihe | Bond | Europa | Europe | Nachhaltige Kapitalanlage | Sustainable investment | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101998 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013366150