Portfolio diversification and sustainable assets from new perspectives
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DOI: 10.1057/s41260-023-00336-x
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More about this item
Keywords
Diversification effect; Sustainable assets; Bird’s-eye perspectives; $$alpha$$ α -stable distribution; Mean-CVaR portfolio optimization; DCC-X model;All these keywords.
JEL classification:
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- Q56 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environment and Development; Environment and Trade; Sustainability; Environmental Accounts and Accounting; Environmental Equity; Population Growth
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