Abstract
The environmental risk studied here involves the uncertainty related to the returns of investing in green companies compared to the returns of more traditional investment strategies. Environmental risk in a financial sense is considered as the uncertainty associated with the returns of sustainability indices.
Time series techniques developed in the field of financial econometrics are used to explore the time-changing risk associated with investing in green companies.
| Original language | English |
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| State | Published - 1 Sep 2022 |