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Risk-return and Volatility analysis of Sustainability Index in India · Study

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ArticleRisk-return and Volatility analysis of Sustainability Index in India

S. Sudha2014

Article2014

Risk-return and Volatility analysis of Sustainability Index in India

81 citations·0/0 files stored·Environment Development and Sustainability

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Sustainable Finance and Green Bonds Financial Markets and Investment Strategies Corporate Social Responsibility Reporting

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References

1993Common risk factors in the returns on stocks and bonds 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2012The Econometrics of Financial Markets

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Year2014

Typearticle

Published2014-12-11

VenueEnvironment Development and Sustainability

ISSN-L1387-585X

Languageen

Citations81

Files0 public / 0

ShelfSustainable Finance and Green Bonds

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doi10.1007/s10668-014-9608-8

openalex_workW2019465080

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