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Should investors include green bonds in their portfolios? Evidence for the USA and Europe · Study

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ArticleShould investors include green bonds in their portfolios? Evidence for the USA and Europe

Yingwei Han2021

Article2021

Should investors include green bonds in their portfolios? Evidence for the USA and Europe

168 citations·0/0 files stored·International Review of Financial Analysis

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Sustainable Finance and Green Bonds Financial Markets and Investment Strategies Islamic Finance and Banking Studies

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References

1952PORTFOLIO SELECTION*1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1999Coherent Measures of Risk 2000Optimization of conditional value-at-risk 2002Conditional value-at-risk for general loss distributions 2001Extreme Correlation of International Equity Markets 2007Pair-copula constructions of multiple dependence 1994Autoregressive Conditional Density Estimation

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Details

Year2021

Typearticle

Published2021-12-16

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations168

Files0 public / 0

ShelfSustainable Finance and Green Bonds

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doi10.1016/j.irfa.2021.101998

openalex_workW4200450626

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