... aiming to enhance market resilience and promote France's transition to a low-carbon economy. ESG investing Climate-related risks Green bonds Geopolitical risk Quantile regression France G11 G15 G32 O16 Funding: No funding was received to assist with the preparation...

... . ESG Clean energy Sustainable BRSR TVP-VAR Hedge Portfolio rebalancing C32 C48 G11 G15 Environmental, Social and Governance (ESG) investing has experienced substantial global growth in recent times, and this trend has also extended to the Indian investment landscape...

... investing Active investing Performance measure Unit trust Bear Bull Emerging market G10 G11 G12 While picking the winner is intricate, the core debate about passive versus active investing is straightforward. Passive investors believe the financial markets are efficient. So, price...

.... The full terms of this license may be seen at http://creativecommons.org/licences/by/4.0/legalcode Cryptocurrency Corporate disclosure Bitcoin Corporate treasury Risk management G01 G11 O16 O33 The increasing popularity of cryptocurrencies in recent years has been substantial...

... Emerging markets Frontier markets Markov-switching regressions MS-VAR model G01 G11 G15 The interdependence of international indexes has increased in recent years because of several factors such as globalization, removal of investment barriers, economic integration, financial innovation...

...: Cryptocurrencies Minimum variance Equal risk contribution Most diversified portfolio Multivariate GARCH F30 G11 G15 (1) minimize → σ p 2 = ∑ j = 1 N ∑ j = 1 N σ a , b w a w b Several studies investigated the performance...

... a portfolio composed of traditional asset classes. The sample period is the largest that has been used in this strand of the literature, and allows to compare optimal portfolios in early/recent subsamples, and during the pre-/post-cryptocurrency crisis periods. G01 G11 O16 O33 The third key...

.../licences/by/4.0/legalcode Factor models SRI funds Responsible investment G10 G11 G12 G19 The socially responsible investment (SRI) fund performance has received the attention of both academicians and practitioners. The awareness for the social issues influencing living conditions...

... 2000 and 2017 while emerging market bond fund managers fail to realize positive alphas in general. Most funds do not provide statistically significant alphas. G11 G15 G23 Emerging markets Performance evaluation Mutual funds Diversified funds Bond funds © Halil Kiymaz and Koray...