Sanmang Wu

China University of Geosciences (CUG)

Wuhan, China

Wuhan, Hubei 430074

China

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Scholarly Papers (1)

Does Green Bond Improve Portfolio Diversification? Evidence From China

Number of pages: 26 Posted: 01 Mar 2022
Yingwei Han, Ping Li and Sanmang Wu
School of Economics and Management,China University of Geosciences, Beijing, Beihang University (BUAA) - School of Economic and Management Science and China University of Geosciences (CUG)
Downloads 464 (117,403)

Abstract:

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Green bonds; Asset allocation; Portfolio diversification; Out-of-sample performance

Does Green Bond Improve Portfolio Diversification? Evidence from China

Number of pages: 24 Posted: 01 Jul 2020 Last Revised: 08 Jun 2021
Yingwei Han, Ping Li and Sanmang Wu
School of Economics and Management,China University of Geosciences, Beijing, Beihang University (BUAA) - School of Economic and Management Science and China University of Geosciences (CUG)
Downloads 403 (138,659)

Abstract:

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Green bond; Asset allocation; Portfolio strategies