Torna ai risultati della ricercaBando per assegno di ricerca
| Titolo del progetto di ricerca in italiano | Green Products: asset allocation, risk diversification benefit and hedging instruments to finance sustainable investments |
|---|---|
| Titolo del progetto di ricerca in inglese | Green Products: asset allocation, risk diversification benefit and hedging instruments to finance sustainable investments |
| Campo principale della ricerca | Economics |
| Sottocampo della ricerca | Financial science |
| Settore Concorsuale | 13 - Scienze economiche e statistiche |
| S.S.D | - |
| Descrizione sintetica in italiano | We aim to address the three following steps that include methodological and applied developments. The most relevant aspects are detailed below: 1. Review of the literature: the first part of the project will be devoted to the review of the behavior of the green products market to collect evidence of diversification benefits or safe-haven properties. 2. Portfolio allocation analysis with and without green products, carrying out in-sample and out-of-sample performance analysis, based on a number of indicators. 3. Risk analysis and identification of the main drivers of green market, as well as the evaluation of the climate risk component for different asset classes. Hedging of climate risk through climate-related contingent claims. The profile of the investors who would benefit from green products can then be deduced, in terms of their preferred asset, allocation strategy and risk-aversion level. |
| Descrizione sintetica in inglese | We aim to address the three following steps that include methodological and applied developments. The most relevant aspects are detailed below: 1. Review of the literature: the first part of the project will be devoted to the review of the behavior of the green products market to collect evidence of diversification benefits or safe-haven properties. 2. Portfolio allocation analysis with and without green products, carrying out in-sample and out-of-sample performance analysis, based on a number of indicators. 3. Risk analysis and identification of the main drivers of green market, as well as the evaluation of the climate risk component for different asset classes. Hedging of climate risk through climate-related contingent claims. The profile of the investors who would benefit from green products can then be deduced, in terms of their preferred asset, allocation strategy and risk-aversion level. |
| Data del bando | 14/07/2023 |
| Paesi in cui può essere condotta la ricerca |
Italy |
| Paesi di residenza dei candidati |
All |
| Nazionalità dei candidati |
All |
| Sito web del bando | https://bandi.unibo.it/ricerca/assegni-ricerca |
| Destinatari dell'assegno di ricerca (of target group) |
Early stage researcher or 0-4 yrs (Post graduate) |
|---|---|
| Criteri di selezione in italiano (breve descrizione) | il bando e la modulistica per partecipare alla procedura di valutazione comparativa sono disponibili all'indirizzo: https://bandi.unibo.it/ricerca/assegni-ricerca |
| Criteri di selezione in inglese (breve descrizione) | to apply for research grants fill out the form available at the following address: https://bandi.unibo.it/ricerca/assegni-ricerca |
| Nome dell'Ente finanziatore | ALMA MATER STUDIORUM - UNIVERSITA' DI BOLOGNA - - DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI" |
|---|---|
| Tipologia dell'Ente | Public research |
| Paese dell'Ente | Italy |
| Città | Bologna |
| Sito web | http://www.unibo.it |
| silvia.romagnoli@unibo.it |
| L'assegno finanziato/cofinanziato attraverso un EU Research Framework Programme? | No |
|---|
| Data di scadenza del bando | 30/08/2023 - alle ore 00:00 |
|---|---|
| Come candidarsi | Other |