Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations-Reference-Cited by-同舟云学术

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Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations

Published:2017-10-04 Issue:10 Volume:9 Page:1799
ISSN:2071-1050
Container-title:Sustainability
language:en
Short-container-title:Sustainability

Author:

Balcilar Mehmet,Demirer Riza,Gupta Rangan^ORCID

Publisher

MDPI AG

Subject

Management, Monitoring, Policy and Law,Renewable Energy, Sustainability and the Environment,Geography, Planning and Development

Link

http://www.mdpi.com/2071-1050/9/10/1799/pdf

Reference72 articles.

1. Are socially responsible investment markets worldwide integrated?

2. Global Sustainable Investment Review 2014,2014

3. Socially responsible funds and market crises

4. Portfolio selection;Markowitz;J. Financ.,1952

5. Portfolio Selection: Efficient Diversification of Investments;Markowitz,1959

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