Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis

Hooi Hooi Lean () and Duc Khuong Nguyen

No 2014-295, Working Papers from Department of Research, Ipag Business School

Abstract: We analyze the performance characteristics of sustainable investments over the period 2004-2013. Our un- conditional analysis shows that the sustainable portfolios, represented by the Dow Jones Sustainability Indi- ces (DJSI) for the global and three re

Keywords: sustainable investments; performance; EGARCH; economic policy uncertainty. (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Pages: 15 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-sea
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Citations: View citations in EconPapers (62)

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Journal Article: Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis (2014)
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