Efficiency Evaluation and Selection Strategies for Green Portfolios under Different Risk Appetites
Sign Up to like & getrecommendations! Published in 2021 at "Sustainability"
DOI: 10.3390/su13041933
Abstract: Since investors have diverse risk motives for green investments, this paper uses data envelopment analysis (DEA) and simulation to accurately evaluate the efficiency of green portfolios from the perspective of investors’ subjective risks and accordingly… read more here.
Keywords: green portfolios; green portfolio; risk; efficiency evaluation ... See more keywords