Dynamic correlations and portfolio optimization in socially responsible investments: evidence from Indonesia and South Korea
Abstract This study contributes to the literature on socially responsible investing by examining the diversification potential of green bonds and futures for a commodities’ index, gold and treasury bonds, alongside the SRI-KEHATI Index and the Dow Jones Sustainability Korea Index (DJSKI) from 2014 t...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Nature
2025-03-01
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| Series: | Humanities & Social Sciences Communications |
| Online Access: | https://doi.org/10.1057/s41599-025-04753-8 |
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