Responsible investments reduce market risks

DOI10.1007/S10203-021-00351-WMaRDI QIDQ2064644zbMATH OpenOpenAlexFDO

Authors Giacomo Morelli, Rita L. D'Ecclesia

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

environmental scoremarket risksportfolio optimizationresponsible investments

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cites work

• Generalized autoregressive conditional heteroscedasticity

Cited in

(5)

• Risk-based strategies: the social responsibility of investment universes does matter
• Hedging climate risks with green assets
• ESG risk exposure: a tale of two tails
• Responsible investing and portfolio selection: a Shapley-CVaR approach
• Climate risk and sovereign debt: country-level exposures and scarcity effects in green bonds

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