Kampe, Cristina - In: Risks : open access journal 11 (2023) 12, pp. 1-22
-Traded Funds (ETFs). Despite the nascent nature of research on green hydrogen portfolio performance, this study examines two key … performance, isolating and measuring their sensitivity to the primary market factor, and assessing the capabilities of systematic … performance, an array of risk-adjusted metrics, including Std Sharpe, ES Sharpe, VaR Sharpe, Information ratio, Sortino ratio …
