Many asset managers consider commodities when it comes to establishing a trend/momentum strategy. However, research into trend/momentum finds that other asset classes including stocks, bonds, and currencies can be utilized when it comes to developing a strategy. As far as the time frame for...

We study the impact of green investors on stock prices in a dynamic equilibrium model where investors are green, passive or active. Green investors track an index that progressively excludes the stocks of the brownest firms; passive investors hold a value-weighted index of all stocks; and active...