Coverart for item
The Resource Green investing : the case of India, Gagari Chakrabarti, Chitrakalpa Sen, (electronic book)

Green investing : the case of India, Gagari Chakrabarti, Chitrakalpa Sen, (electronic book)

Label
Green investing : the case of India
Title
Green investing
Title remainder
the case of India
Statement of responsibility
Gagari Chakrabarti, Chitrakalpa Sen
Creator
Contributor
Author
Subject
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
Member of
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
Label
Green investing : the case of India, Gagari Chakrabarti, Chitrakalpa Sen, (electronic book)
Instantiates
Publication
Copyright
Antecedent source
unknown
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
Control code
SPR890372895
Dimensions
unknown
Extent
1 online resource (ix, 102 pages)
File format
unknown
Form of item
online
Isbn
9788132220268
Level of compression
unknown
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.
Quality assurance targets
not applicable
Reformatting quality
unknown
Reproduction note
Electronic resource.
Sound
unknown sound
Specific material designation
remote
Label
Green investing : the case of India, Gagari Chakrabarti, Chitrakalpa Sen, (electronic book)
Publication
Copyright
Antecedent source
unknown
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
Control code
SPR890372895
Dimensions
unknown
Extent
1 online resource (ix, 102 pages)
File format
unknown
Form of item
online
Isbn
9788132220268
Level of compression
unknown
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.
Quality assurance targets
not applicable
Reformatting quality
unknown
Reproduction note
Electronic resource.
Sound
unknown sound
Specific material designation
remote

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