Probability Approach in Estimating Value at Risk of Bond Portfolios for Effective Hedging
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DOI: 10.18488/journal.aefr.2020.105.502.515
Abstract: Bond portfolios are growing as the investors like banks, fund managers and institutional investors are more interested in Malaysian Bond market comprises conventional and Islamic (Sukuk) Bonds. The Malaysian Sukuk market has provided greater diversification… read more here.
Keywords: value risk; risk; bond; market ... See more keywords
Financial Performance of Government Bond Portfolios Based on Environmental, Social and Governance Criteria
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DOI: 10.3390/su11092514
Abstract: We evaluated the financial performance of government bond portfolios formed according to socially responsible investment (SRI) criteria. We thus open a discussion on the financial performance of SRI for government bonds. Our sample includes 24… read more here.
Keywords: performance government; performance; bond portfolios; government bond ... See more keywords