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Book chapter Open Access Scopus Source The journal / series is indexed in Scopus (SCImago list). The article itself has not been verified. 2 Citations Quartil Q4

Green Exchange-Traded Fund Performance Evaluation Using the EU–EV Risk Model

Irene Brito , José Manuel Azevedo , Ana Isabel Azevedo
ISLA — Instituto Politécnico de Gestão e Tecnologia
2025
DOI: 10.1007/978-3-031-68949-9_5

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Abstract
Abstract not provided by the author or the indexing source.

Keywords

#expected utility #entropy (information theory) #variance #risk prioritization #equally weighted portfolio #portfolio performance evaluation #S&P 500 benchmark #Sharpe ratio #Sortino ratio #maximum drawdown #out-of-sample performance #business

Bibliographic Details

Publication Type Book chapter
Publication Year 2025
Quartile (SCImago) Q4
Scopus Indexing Indexed source (via SCImago)

ISLA Authors & Affiliations

A
Ana Isabel Rojão Lourenço Azevedo
aazevedo@iscap.ipp.pt ID: D913-646F-CE08
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