Environmental Portfolios—Evidence from Screening and Passive Portfolio Management

Environmental portfolios via screening or optimization with respect to ecological criteria are not clear-cut concepts. Often, they urge investors to reduce the asset universe, which is accompanied by diversification losses. In this article, we show that a simple passive asset selection strategy base...

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Bibliographic Details
Main Authors: Julian Amon, Margarethe Rammerstorfer, Karl Weinmayer
Format: article
Language:EN
Published: MDPI AG 2021
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Online Access:https://doaj.org/article/794f1d5fbb7b45f8b9903d1b7f714903
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