Artikel
Sustainable and responsible investment dynamic cross-asset portfolio
Nowadays, the ESG-oriented portfolios are very popular. This study aims to study the performance of cross-asset portfolios between eco-friendly stocks (represented by Sri-Kehati index) with cryptocurrencies, bonds and gold. The data used in the study were the daily return of each instrument from January 2019 to December 2021, which was then analyzed using the DCC-GARCH analysis technique. The results show that adding Ripple, gold and bonds into a portfolio consisting of Sri-Kehati stocks can reduce the investment risk. The findings imply that investment managers and investors who have portfolios consisting of eco-friendly stocks such as Sri-Kehati stocks and bonds may reduce investment risk and balance their portfolios by adding gold or cryptocurrencies separately.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Cogent Business & Management ; ISSN: 2331-1975 ; Volume: 10 ; Year: 2023 ; Issue: 1 ; Pages: 1-14
- Klassifikation
-
Management
International Financial Markets
Portfolio Choice; Investment Decisions
Environmental Economics: Other
- Thema
-
DCC-GARCH
dynamics portfolio
hedging effectiveness
optimal hedge ratio
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Robiyanto, Robiyanto
Huruta, Andrian Dolfriandra
Frensidy, Budi
Yuliana, Ashalia Fitri
- Ereignis
-
Veröffentlichung
- (wer)
-
Taylor & Francis
- (wo)
-
Abingdon
- (wann)
-
2023
- DOI
-
doi:10.1080/23311975.2023.2174478
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Robiyanto, Robiyanto
- Huruta, Andrian Dolfriandra
- Frensidy, Budi
- Yuliana, Ashalia Fitri
- Taylor & Francis
Entstanden
- 2023
Ähnliche Objekte (12)
Sustainable asset accumulation and dynamic portfolio decisions
Dynamic asset allocation for household portfolios
Dynamic risk management of multi-asset portfolios
Portfolio selection and asset pricing
Portfolio-, Asset- und Property-Management
Responsible and sustainable business in the context of sustainable development
Asset-allocation-Entscheidungen im Portfolio-Management
The market of sustainable and responsible investment
The effect of socially responsible investing on portfolio performance
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio
Asset pricing with dynamic programming
Essays on portfolio choice and asset pricing
Sustainable asset accumulation and dynamic portfolio decisions
Dynamic asset allocation for household portfolios
Dynamic risk management of multi-asset portfolios
Portfolio selection and asset pricing
Portfolio-, Asset- und Property-Management
Responsible and sustainable business in the context of sustainable development
Asset-allocation-Entscheidungen im Portfolio-Management
The market of sustainable and responsible investment
The effect of socially responsible investing on portfolio performance
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio
Asset pricing with dynamic programming
Essays on portfolio choice and asset pricing
Sustainable asset accumulation and dynamic portfolio decisions
Dynamic asset allocation for household portfolios
Dynamic risk management of multi-asset portfolios
Portfolio selection and asset pricing
Portfolio-, Asset- und Property-Management
Responsible and sustainable business in the context of sustainable development
Asset-allocation-Entscheidungen im Portfolio-Management
The market of sustainable and responsible investment
The effect of socially responsible investing on portfolio performance
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio
Asset pricing with dynamic programming