[EN] The goal of the portfolio optimization problem is to minimize risk for an expected portfolio return by allocating weights to included assets. As the pool of investable assets grows, and additional constraints are ...
Polat, Onur; Demirer, Riza; Eksi, Ibrahim Halil(Elsevier, 2024-02)
[EN] Examining green equity sectors including geothermal, wind, solar, bioclean, and clean energy within a DCC-MIDAS framework, we show that green betas are predominantly driven by speculative sentiment in technology stocks ...