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.
- Language
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Englisch
- Bibliographic citation
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Journal: Cogent Business & Management ; ISSN: 2331-1975 ; Volume: 10 ; Year: 2023 ; Issue: 1 ; Pages: 1-14
- Classification
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Management
International Financial Markets
Portfolio Choice; Investment Decisions
Environmental Economics: Other
- Subject
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DCC-GARCH
dynamics portfolio
hedging effectiveness
optimal hedge ratio
- Event
-
Geistige Schöpfung
- (who)
-
Robiyanto, Robiyanto
Huruta, Andrian Dolfriandra
Frensidy, Budi
Yuliana, Ashalia Fitri
- Event
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Veröffentlichung
- (who)
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Taylor & Francis
- (where)
-
Abingdon
- (when)
-
2023
- DOI
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doi:10.1080/23311975.2023.2174478
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Robiyanto, Robiyanto
- Huruta, Andrian Dolfriandra
- Frensidy, Budi
- Yuliana, Ashalia Fitri
- Taylor & Francis
Time of origin
- 2023
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