Responsible investments reduce market risks

DOI10.1007/S10203-021-00351-WzbMATH Open1480.91271OpenAlexW3215265541MaRDI QIDQ2064644

Rita L. D'Ecclesia, Giacomo Morelli

Publication date: 6 January 2022

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-021-00351-w

zbMATH Keywords

portfolio optimizationmarket risksenvironmental scoreresponsible investments

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Generalized autoregressive conditional heteroscedasticity

Related Items (2)

Risk-based strategies: the social responsibility of investment universes does matter ⋮ Responsible investing and portfolio selection: a Shapley-CVaR approach

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