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The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature
16 references·1 citing·47 second hop
The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature (2023)The green, the dirty and the stable: Dive…A tale of two tails among carbon prices, green and non-green cryptocurrencies (2022)A tale of two tails among car…A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)A clean, green haven?—Examini…Diversifying equity with cryptocurrencies during COVID-19 (2021)Diversifying equity with cryp…Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies (2020)Diversification in the age of…Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Bitcoin, gold, and commoditie…Bitcoin and gold price returns: A quantile regression and NARDL analysis (2020)Bitcoin and gold price return…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Price connectedness between green bond and financial markets (2019)Price connectedness between g…Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Is Bitcoin a Hedge or Safe-Ha…Cryptocurrency-Portfolios in a Mean-Variance Framework (2018)Cryptocurrency-Portfolios in …Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…The Sharpe Ratio (1994)The Sharpe RatioMean-Risk Analysis with Risk Associated with Below-Target Returns (1975)Mean-Risk Analysis with Risk …Adjusting for Risk in Portfolio Performance Measurement (1975)Adjusting for Risk in Portfol…Mutual Fund Performance (1966)Mutual Fund PerformanceGreen cryptocurrency and business strategies: Framework and insights from a stewardship literature review (2024)Green cryptocurrency and busi…How to Use Security Analysis to Improve Portfolio Selection (1973)Investment Analysis and Portfolio Management. (1979)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Does it pay to be different? An analysis of the relationship between corporate social and financial performance (2008)Correlations in Price Changes and Volatility across International Stock Markets (1990)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Bitcoin as a Safe Haven: Is It Even Worth Considering? (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Searching for safe-haven assets during the COVID-19 pandemic (2020)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Generalized impulse response analysis in linear multivariate models (1998)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Green finance, fintech and environmental protection: Evidence from China (2021)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Aspects of the Theory of Risk-Bearing. (1966)Risk Aversion in the Small and in the Large (1976)Consumer perceived risk: conceptualisations and models (1999)A Cross-Cultural Study on Escalation of Commitment Behavior in Software Projects1 (2000)The Expected Utility Model: Its Variants, Purposes, Evidence and Limitations (2007)Theory of games and economic behavior (2019)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic? (2020)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)The Race Between Machine and Man: Implications of Technology for Growth, Factor Shares and Employment (2016)Green bonds for sustainable development: Review of literature on development and impact of green bonds (2021)Internationalization, digitalization, and sustainability: Are SMEs ready? A survey on synergies and substituting effects among growth paths (2021)Nexus between green finance, fintech, and high-quality economic development: Empirical evidence from China (2021)Rational contagion and the globalization of securities markets (2000)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)A CNN–LSTM model for gold price time-series forecasting (2020)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

  • 1966Mutual Fund Performance4,089 cited
  • 1994The Sharpe Ratio2,645 cited
  • 2010Is gold a safe haven? International evidence2,082 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,425 cited
  • 1975Mean-Risk Analysis with Risk Associated with Below-Target Returns1,215 cited
  • 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
  • 2018Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis563 cited
  • 2019Price connectedness between green bond and financial markets530 cited
  • 2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis524 cited
  • 2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies354 cited
  • 2022A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies307 cited
  • 2021Diversifying equity with cryptocurrencies during COVID-19240 cited
  • 2022A tale of two tails among carbon prices, green and non-green cryptocurrencies198 cited
  • 2018Cryptocurrency-Portfolios in a Mean-Variance Framework197 cited
  • 1975

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Adjusting for Risk in Portfolio Performance Measurement
187 cited
  • 2020Bitcoin and gold price returns: A quantile regression and NARDL analysis185 cited
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    • 2024Green cryptocurrency and business strategies: Framework and insights from a stewardship literature review18 cited