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

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  • Hooi Hooi Lean
  • Duc Khuong Nguyen

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

Suggested Citation

  • Hooi Hooi Lean & Duc Khuong Nguyen, 2014. "Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis," Working Papers 2014-295, Department of Research, Ipag Business School.
    • Handle: RePEc:ipg:wpaper:2014-295
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    References listed on IDEAS

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    More about this item

    Keywords

    sustainable investments; performance; EGARCH; economic policy uncertainty.;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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