The Resource Green investing : the case of India, Gagari Chakrabarti, Chitrakalpa Sen
Green investing : the case of India, Gagari Chakrabarti, Chitrakalpa Sen
Resource Information
The item Green investing : the case of India, Gagari Chakrabarti, Chitrakalpa Sen represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Green investing : the case of India, Gagari Chakrabarti, Chitrakalpa Sen represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.
This item is available to borrow from 1 library branch.
- Summary
- This book seeks to answer the essential question of the investment-worthiness of green instruments. It is evident that investing in green and energy-efficient firms will be the most profitable choice for wise investors in the years to come. The reconciliation of the social choice for green technology and investors' choice for gray technology will be automatically achieved once green firms become more profitable than gray ones, in the Indian context. As there has been very little research done in this area, especially in the Indian context, this book addresses that gap. In order to do so, it fo
- Language
- eng
- Extent
- 1 online resource (ix, 102 pages)
- Contents
-
- Foreword; Contents; 1 Prologue; Abstract ; References; 2 Greens-The Obvious Choice Over the Grays?; Abstract ; 2.1 The Green Indexes; 2.2 Greens and Grays in the Indian Market; 2.2.1 Construction of Green and Gray Portfolios in Indian Market; 2.2.1.1 Risk and Return on the n-Asset Portfolio; 2.2.1.2 Finding the Global Minimum Variance Portfolio; 2.2.1.3 Portfolio That Gives Maximum Expected Return Subject to Minimum Variance; 2.3 Green and the Gray: A Comparative Approach in Terms of Risk and Return; 2.3.1 Comparison of Own-Risk-Adjusted Return for Portfolios: A Stochastic Dominance Approach
- 2.3.2 Comparison of Market Risk of Portfolios: Transmission from Market Return and Market Volatility to Individual Portfolios2.3.2.1 Comparison of Market Risk of Portfolios: How Volatility in Market Return Affects the Volatility of Individual Portfolio Returns; 2.3.2.2 Comparison of Market Risk of Portfolios: A Conditional Correlation and Empirical Survivor Function Approach; 2.4 Are the Green Portfolios Inherently Unstable? A Look into Possible Nonlinearity of Portfolio Returns; 2.4.1 Test for Nonlinearity: BDS Test; 2.4.2 The State Space Reconstruction
- 2.4.3 Mutual Information Criterion: Finding T 2.4.4 False Nearest Neighborhood: Decide the Optimal m; 2.4.5 Determinism Test; 2.4.6 Maximum Lyapunov Exponent; 2.5 How Shockproof the Green Portfolios Are: A Survival Analysis; 2.5.1 Potential of the Green Portfolios to Survive Financial Crisis: A Scenario Analysis; 2.5.1.1 Performance of Green, Semi-green, and Gray Portfolios in Scenario I; 2.5.1.2 Performance of Green, Semi-green, and Gray Portfolios in Scenario II; 2.5.2 Potential of the Green Portfolios to Survive Financial Crisis: A Survival Analysis Using Stress Index
- 2.6 Factors Affecting Financial Stress: Greens Versus Grays2.7 Are the Greens Obvious Choice Over the Grays? Some Remarks; References; 3 Profits Are Forever: A Green Momentum Strategy Perspective; Abstract ; 3.1 Beating the Market-End of a Myth?; 3.2 Technical Trading Rules: A Review of the Alternative Methodologies; 3.2.1 Filter Strategies; 3.2.2 Moving Average Rule; 3.2.3 Momentum Strategy Based on a Simple Regression Model; 3.2.4 Cross-sectional Momentum Strategy (XSMOM); 3.2.5 Time Series Momentum Strategy (TSMOM); 3.3 Optimal Trading Rules; 3.3.1 Detailed Methodology
- 3.3.2 Finding the Optimum Trading Rule3.3.2.1 Visual Analysis of Autocorrelation; 3.3.2.2 Long Memory in the Return Series: The RS Statistics and Modified RS Statistics; 3.3.2.3 Construction of Trading Rule; Portfolio 1: 100 % Green; Portfolio 2: 25 % Green (G25); Portfolio 33: 50 % Green; Portfolio 4: 75 % Green; Portfolio 5: 100 % Gray; 3.4 Does Green Really Rule the Others? A Bird's Eye Perspective; References; 4 Epilogue; Abstract ; Reference; Appendix
- Isbn
- 9788132220268
- Label
- Green investing : the case of India
- Title
- Green investing
- Title remainder
- the case of India
- Statement of responsibility
- Gagari Chakrabarti, Chitrakalpa Sen
- Language
- eng
- Summary
- This book seeks to answer the essential question of the investment-worthiness of green instruments. It is evident that investing in green and energy-efficient firms will be the most profitable choice for wise investors in the years to come. The reconciliation of the social choice for green technology and investors' choice for gray technology will be automatically achieved once green firms become more profitable than gray ones, in the Indian context. As there has been very little research done in this area, especially in the Indian context, this book addresses that gap. In order to do so, it fo
- Cataloging source
- GW5XE
- http://library.link/vocab/creatorName
- Chakrabarti, Gagari
- Dewey number
- 333.71
- Illustrations
- illustrations
- Index
- no index present
- LC call number
- HC440.E5
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- http://library.link/vocab/relatedWorkOrContributorName
- Sen, Chitrakalpa
- Series statement
- SpringerBriefs in Finance,
- http://library.link/vocab/subjectName
-
- Sustainable development
- Environmental economics
- Economics/Management Science
- Finance/Investment/Banking
- Financial Economics
- Sustainable Development
- Label
- Green investing : the case of India, Gagari Chakrabarti, Chitrakalpa Sen
- Bibliography note
- Includes bibliographical references
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
-
- Foreword; Contents; 1 Prologue; Abstract ; References; 2 Greens-The Obvious Choice Over the Grays?; Abstract ; 2.1 The Green Indexes; 2.2 Greens and Grays in the Indian Market; 2.2.1 Construction of Green and Gray Portfolios in Indian Market; 2.2.1.1 Risk and Return on the n-Asset Portfolio; 2.2.1.2 Finding the Global Minimum Variance Portfolio; 2.2.1.3 Portfolio That Gives Maximum Expected Return Subject to Minimum Variance; 2.3 Green and the Gray: A Comparative Approach in Terms of Risk and Return; 2.3.1 Comparison of Own-Risk-Adjusted Return for Portfolios: A Stochastic Dominance Approach
- 2.3.2 Comparison of Market Risk of Portfolios: Transmission from Market Return and Market Volatility to Individual Portfolios2.3.2.1 Comparison of Market Risk of Portfolios: How Volatility in Market Return Affects the Volatility of Individual Portfolio Returns; 2.3.2.2 Comparison of Market Risk of Portfolios: A Conditional Correlation and Empirical Survivor Function Approach; 2.4 Are the Green Portfolios Inherently Unstable? A Look into Possible Nonlinearity of Portfolio Returns; 2.4.1 Test for Nonlinearity: BDS Test; 2.4.2 The State Space Reconstruction
- 2.4.3 Mutual Information Criterion: Finding T 2.4.4 False Nearest Neighborhood: Decide the Optimal m; 2.4.5 Determinism Test; 2.4.6 Maximum Lyapunov Exponent; 2.5 How Shockproof the Green Portfolios Are: A Survival Analysis; 2.5.1 Potential of the Green Portfolios to Survive Financial Crisis: A Scenario Analysis; 2.5.1.1 Performance of Green, Semi-green, and Gray Portfolios in Scenario I; 2.5.1.2 Performance of Green, Semi-green, and Gray Portfolios in Scenario II; 2.5.2 Potential of the Green Portfolios to Survive Financial Crisis: A Survival Analysis Using Stress Index
- 2.6 Factors Affecting Financial Stress: Greens Versus Grays2.7 Are the Greens Obvious Choice Over the Grays? Some Remarks; References; 3 Profits Are Forever: A Green Momentum Strategy Perspective; Abstract ; 3.1 Beating the Market-End of a Myth?; 3.2 Technical Trading Rules: A Review of the Alternative Methodologies; 3.2.1 Filter Strategies; 3.2.2 Moving Average Rule; 3.2.3 Momentum Strategy Based on a Simple Regression Model; 3.2.4 Cross-sectional Momentum Strategy (XSMOM); 3.2.5 Time Series Momentum Strategy (TSMOM); 3.3 Optimal Trading Rules; 3.3.1 Detailed Methodology
- 3.3.2 Finding the Optimum Trading Rule3.3.2.1 Visual Analysis of Autocorrelation; 3.3.2.2 Long Memory in the Return Series: The RS Statistics and Modified RS Statistics; 3.3.2.3 Construction of Trading Rule; Portfolio 1: 100 % Green; Portfolio 2: 25 % Green (G25); Portfolio 33: 50 % Green; Portfolio 4: 75 % Green; Portfolio 5: 100 % Gray; 3.4 Does Green Really Rule the Others? A Bird's Eye Perspective; References; 4 Epilogue; Abstract ; Reference; Appendix
- Dimensions
- unknown
- Extent
- 1 online resource (ix, 102 pages)
- File format
- unknown
- Form of item
- online
- Isbn
- 9788132220268
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.1007/978-81-322-2026-8
- Other physical details
- illustrations.
- Reformatting quality
- preservation
- Sound
- unknown sound
- Specific material designation
- remote
- System control number
-
- SPR890372895
- ocn890372895
- Label
- Green investing : the case of India, Gagari Chakrabarti, Chitrakalpa Sen
- Bibliography note
- Includes bibliographical references
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
-
- Foreword; Contents; 1 Prologue; Abstract ; References; 2 Greens-The Obvious Choice Over the Grays?; Abstract ; 2.1 The Green Indexes; 2.2 Greens and Grays in the Indian Market; 2.2.1 Construction of Green and Gray Portfolios in Indian Market; 2.2.1.1 Risk and Return on the n-Asset Portfolio; 2.2.1.2 Finding the Global Minimum Variance Portfolio; 2.2.1.3 Portfolio That Gives Maximum Expected Return Subject to Minimum Variance; 2.3 Green and the Gray: A Comparative Approach in Terms of Risk and Return; 2.3.1 Comparison of Own-Risk-Adjusted Return for Portfolios: A Stochastic Dominance Approach
- 2.3.2 Comparison of Market Risk of Portfolios: Transmission from Market Return and Market Volatility to Individual Portfolios2.3.2.1 Comparison of Market Risk of Portfolios: How Volatility in Market Return Affects the Volatility of Individual Portfolio Returns; 2.3.2.2 Comparison of Market Risk of Portfolios: A Conditional Correlation and Empirical Survivor Function Approach; 2.4 Are the Green Portfolios Inherently Unstable? A Look into Possible Nonlinearity of Portfolio Returns; 2.4.1 Test for Nonlinearity: BDS Test; 2.4.2 The State Space Reconstruction
- 2.4.3 Mutual Information Criterion: Finding T 2.4.4 False Nearest Neighborhood: Decide the Optimal m; 2.4.5 Determinism Test; 2.4.6 Maximum Lyapunov Exponent; 2.5 How Shockproof the Green Portfolios Are: A Survival Analysis; 2.5.1 Potential of the Green Portfolios to Survive Financial Crisis: A Scenario Analysis; 2.5.1.1 Performance of Green, Semi-green, and Gray Portfolios in Scenario I; 2.5.1.2 Performance of Green, Semi-green, and Gray Portfolios in Scenario II; 2.5.2 Potential of the Green Portfolios to Survive Financial Crisis: A Survival Analysis Using Stress Index
- 2.6 Factors Affecting Financial Stress: Greens Versus Grays2.7 Are the Greens Obvious Choice Over the Grays? Some Remarks; References; 3 Profits Are Forever: A Green Momentum Strategy Perspective; Abstract ; 3.1 Beating the Market-End of a Myth?; 3.2 Technical Trading Rules: A Review of the Alternative Methodologies; 3.2.1 Filter Strategies; 3.2.2 Moving Average Rule; 3.2.3 Momentum Strategy Based on a Simple Regression Model; 3.2.4 Cross-sectional Momentum Strategy (XSMOM); 3.2.5 Time Series Momentum Strategy (TSMOM); 3.3 Optimal Trading Rules; 3.3.1 Detailed Methodology
- 3.3.2 Finding the Optimum Trading Rule3.3.2.1 Visual Analysis of Autocorrelation; 3.3.2.2 Long Memory in the Return Series: The RS Statistics and Modified RS Statistics; 3.3.2.3 Construction of Trading Rule; Portfolio 1: 100 % Green; Portfolio 2: 25 % Green (G25); Portfolio 33: 50 % Green; Portfolio 4: 75 % Green; Portfolio 5: 100 % Gray; 3.4 Does Green Really Rule the Others? A Bird's Eye Perspective; References; 4 Epilogue; Abstract ; Reference; Appendix
- Dimensions
- unknown
- Extent
- 1 online resource (ix, 102 pages)
- File format
- unknown
- Form of item
- online
- Isbn
- 9788132220268
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.1007/978-81-322-2026-8
- Other physical details
- illustrations.
- Reformatting quality
- preservation
- Sound
- unknown sound
- Specific material designation
- remote
- System control number
-
- SPR890372895
- ocn890372895
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Green-investing--the-case-of-India-Gagari/db-Xo_HtXUo/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Green-investing--the-case-of-India-Gagari/db-Xo_HtXUo/">Green investing : the case of India, Gagari Chakrabarti, Chitrakalpa Sen</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
