A review and synthesis of contemporary sustainability accounting research and the development of a research agenda

PCK Hsiao, C de Villiers, C Horner… - Accounting & …, 2022 - Wiley Online Library
The study provides a comprehensive overview of contemporary sustainability accounting
research, comprising 1,283 academic articles published in 54 journals (2014–2020) …

The market for socially responsible investing: A review of the developments

MA Camilleri - Social Responsibility Journal, 2020 - emerald.com
Purpose This study aims to explain how socially responsible investing (SRI) has evolved in
the past few decades and sheds light on its latest developments. It describes different forms …

The static and dynamic connectedness of environmental, social, and governance investments: International evidence

Z Umar, D Kenourgios, S Papathanasiou - Economic Modelling, 2020 - Elsevier
We investigate the connectedness of the most significant global equity indices that comprise
companies with the highest environmental, social, and governance (ESG) performance …

Should investors include bitcoin in their portfolios? A portfolio theory approach

E Platanakis, A Urquhart - The British accounting review, 2020 - Elsevier
Many papers in recent years have examined the benefits of adding alternative assets to
traditional portfolios containing stocks and bonds. Bitcoin has emerged as a new alternative …

Are sustainable investments interdependent? The international evidence

N Mirza, MA Naeem, TTH Nguyen, N Arfaoui… - Economic …, 2023 - Elsevier
The rising concerns about climate change and environmental degradation have urged
various stakeholder to focus on sustainable investments that are facing a drag from the …

Portfolio management with cryptocurrencies: The role of estimation risk

E Platanakis, A Urquhart - Economics Letters, 2019 - Elsevier
This paper contributes to the literature on cryptocurrencies, portfolio management and
estimation risk by comparing the performance of naïve diversification, Markowitz …

Optimal vs naïve diversification in cryptocurrencies

E Platanakis, C Sutcliffe, A Urquhart - Economics Letters, 2018 - Elsevier
This paper contributes to the literature on cryptocurrencies by examining the performance of
naïve (1/N) and optimal (Markowitz) diversification in a portfolio of four popular …

An integrated multi-criteria decision-making and multi-objective optimization model for socially responsible portfolio selection

Q Wu, X Liu, J Qin, L Zhou, A Mardani… - … Forecasting and Social …, 2022 - Elsevier
The influence of socially responsible investment (SRI) has caused much attention from both
institutional and individual investors in capital markets. SRI considers the corporate social …

Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain

Y Gao, Y Li, C Zhao, Y Wang - The North American Journal of Economics …, 2022 - Elsevier
With the increasing global awareness of green environmental protection, the international
environmental, social, and governance (ESG) stock markets are develo** rapidly together …

Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions

R Barua, AK Sharma - Finance Research Letters, 2022 - Elsevier
We use daily price and technical indicators' data for the ten MSCI Asia Pacific sector indices
for the past 20 years and find that our hybrid multivariate Convolutional Neural Network …