Efficiency Evaluation and Selection Strategies for Green Portfolios under Different Risk Appetites
Since investors have diverse risk motives for green investments, this paper uses data envelopment analysis (DEA) and simulation to accurately evaluate the efficiency of green portfolios from the perspective of investors’ subjective risks and accordingly provide suitable investment selection strategi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-02-01
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| Series: | Sustainability |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2071-1050/13/4/1933 |