Is the Korean green premium in equilibrium?
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DOI: 10.1016/j.iref.2024.02.018
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More about this item
Keywords
Sustainable investing equilibrium model; Green factor premium; Green beta; Korean stock market;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q51 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Valuation of Environmental Effects
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