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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| Auteurs principaux: | , , |
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| Format: | article |
| Langue: | EN |
| Publié: |
MDPI AG
2021
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| Accès en ligne: | https://doaj.org/article/794f1d5fbb7b45f8b9903d1b7f714903 |
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