Full length articleThe diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis☆
Under a Creative Commons license
open access
JEL classification
G11
G17
G41
Q56
Keywords
SRI
ESG
Diversification
Dependence
Safe haven
DCC-copula
COVID-19
Cited by (0)
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This work was supported by Ministerio de Economía, Industria y Competitividad (ECO 2017-89715-P), Universidad de Castilla-La Mancha 2020-GRIN-28832, co-financed with FEDER funds) and Excma. Diputación Provincial de Albacete – UCLM (DIPUAB-2021-4, Proyectos de I + D + i para jóvenes investigadores 2021).
© 2022 Economic Society of Australia, Queensland. Published by Elsevier B.V.