Comparing Returns and Risks of Portfolio with Green Bond and Without Green Bond
This paper aims to quantify and compare value at risk, conditional value at risk as well as the returns between stock-non green bond and stock-green bond portfolios. And find the portfolios weights allocation. Using the daily closing prices of Shanghai Composite Index, Shenzhen composite index, 21 t...
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| 格式: | Theses and Dissertations |
| 語言: | English |
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เชียงใหม่ : บัณฑิตวิทยาลัย มหาวิทยาลัยเชียงใหม่
2020
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| 在線閱讀: | http://cmuir.cmu.ac.th/jspui/handle/6653943832/69670 |
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| 機構: | Chiang Mai University |
| 語言: | English |