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Going beyond sustainability: The diversification benefits of green energy financial products
16 references·10 citing·42 second hop
Going beyond sustainability: The diversification benefits of green energy financial products (2022)Going beyond sustainability: The diversif…How does green finance affect green total factor productivity? Evidence from China (2022)How does green finance affect…Carbon neutrality, bank lending, and credit risk: Evidence from the Eurozone (2021)Carbon neutrality, bank lendi…Are eco-innovation and export diversification mutually exclusive to control carbon emissions in G-7 countries? (2020)Are eco-innovation and export…Empirical determinants of renewable energy deployment: A systematic literature review (2019)Empirical determinants of ren…Do Shareholders Benefit from Green Bonds? (2018)Do Shareholders Benefit from …Is there a dark side to exchange traded funds? An information perspective (2017)Is there a dark side to excha…Does corporate social responsibility affect mutual fund performance and flows? (2016)Does corporate social respons…Does it really pay to be green? Determinants and consequences of proactive environmental strategies (2010)Does it really pay to be gree…Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Optimal Versus Naive Diversif…The Strategic and Tactical Value of Commodity Futures (2006)The Strategic and Tactical Va…Facts and Fantasies about Commodity Futures (2006)Facts and Fantasies about Com…When Will Mean-Variance Efficient Portfolios be Well Diversified? (1992)When Will Mean-Variance Effic…Mean-Variance Versus Direct Utility Maximization (1984)Mean-Variance Versus Direct U…Approximating Expected Utility by a Function of Mean and Variance (1979)Approximating Expected Utilit…Mutual Fund Performance (1966)Mutual Fund PerformancePORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Do clean energy stocks diversify the risk of FinTech stocks? Connectedness and portfolio implications (2024)Do clean energy stocks divers…What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe (2023)What drives sustainable inves…Testing the resource curse hypothesis: The dynamic roles of institutional quality, inflation and growth for Dragon (2023)Testing the resource curse hy…Resource curse hypothesis and economic growth: A global analysis using bootstrapped panel quantile regression analysis (2023)Resource curse hypothesis and…How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study (2023)How important is green awaren…Financial market development: A potentiating policy choice for the green transition in G7 economies (2023)Financial market development:…Does green improve portfolio optimisation? (2023)Does green improve portfolio …Breaking the resource curse: The perspective of improving carbon emission efficiency based on digital infrastructure construction (2023)Breaking the resource curse: …Safe haven properties of green, Islamic, and crypto assets and investor's proclivity towards treasury and gold (2022)Safe haven properties of gree…Dynamic risks from climate policy uncertainty: A case study for the natural gas market (2022)Dynamic risks from climate po…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)The Fundamentals of Commodity Futures Returns (2012)Financialization of Commodity Markets (2013)Momentum crashes (2016)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights (1999)Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments (2003)Optimal Portfolio Allocation under Higher Moments (2006)Corporate financing and investment decisions when firms have information that investors do not have (1984)Illiquidity and stock returns: cross-section and time-series effects (2002)Price connectedness between green bond and financial markets (2019)Impact of green finance on economic development and environmental quality: a study based on provincial panel data from China (2020)Corporate ESG Profiles and Banking Relationships (2021)Liquidity Preference as Behavior Towards Risk (1958)60 Years of portfolio optimization: Practical challenges and current trends (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Toward a New Conception of the Environment-Competitiveness Relationship (1995)Corporate Social and Financial Performance: A Meta-Analysis (2003)Environmental and social disclosures: Link with corporate financial performance (2014)Environmental Legitimacy, Green Innovation, and Corporate Carbon Disclosure: Evidence from CDP China 100 (2016)Do environmental, social, and governance activities improve corporate financial performance? (2018)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Options, Futures and Other Derivatives (2003)“Options, Futures, and Other Derivatives” (2016)Economic Growth and the Environment (1994)How does foreign direct investment affect economic growth? (1998)A slacks-based measure of efficiency in data envelopment analysis (2001)Does green finance inspire sustainable development? Evidence from a global perspective (2022)Does industrial robot application promote green technology innovation in the manufacturing industry? (2022)Green technological innovation, green finance, and financial development and their role in green total factor productivity: Empirical insights from China (2022)Robust performance hypothesis testing with the Sharpe ratio (2008)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Conditional value-at-risk for general loss distributions (2002)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1966Mutual Fund Performance3,932 cited
  • 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?3,193 cited
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 2022How does green finance affect green total factor productivity? Evidence from China1,183 cited
  • 2018Do Shareholders Benefit from Green Bonds?1,157 cited
  • 2010Does it really pay to be green? Determinants and consequences of proactive environmental strategies1,079 cited
  • 2006The Strategic and Tactical Value of Commodity Futures1,037 cited
  • 1979Approximating Expected Utility by a Function of Mean and Variance874 cited
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  • 1992When Will Mean-Variance Efficient Portfolios be Well Diversified?355 cited
  • 2021Carbon neutrality, bank lending, and credit risk: Evidence from the Eurozone323 cited
  • 2017Is there a dark side to exchange traded funds? An information perspective311 cited
  • 2016Does corporate social responsibility affect mutual fund performance and flows?

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278 cited
  • 2020Are eco-innovation and export diversification mutually exclusive to control carbon emissions in G-7 countries?239 cited
  • Cited by

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    • 2023Breaking the resource curse: The perspective of improving carbon emission efficiency based on digital infrastructure construction98 cited
    • 2023Does green improve portfolio optimisation?62 cited
    • 2022Dynamic risks from climate policy uncertainty: A case study for the natural gas market62 cited
    • 2023What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe26 cited
    • 2023Resource curse hypothesis and economic growth: A global analysis using bootstrapped panel quantile regression analysis23 cited
    • 2024Do clean energy stocks diversify the risk of FinTech stocks? Connectedness and portfolio implications22 cited
    • 2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study21 cited
    • 2023Testing the resource curse hypothesis: The dynamic roles of institutional quality, inflation and growth for Dragon16 cited