Co-Movement, Dependence Structure and Ethical Investment Funds under GFC

Questioni Di Economia E Finanza Italian Real Estate Investment Funds: Market Structure and Risk Measurement Questioni Di Economia E Finanza Italian Real Estate Investment Funds: Market Structure and Risk Measurement Italian Real Estate Investment Funds: Market Structure and Risk Measurement

This paper describes the Italian real estate investment funds industry, providing an overview of the distinctive features and risk factors of this sector. By using accounting and supervisory data, we: (1) compute the returns of the real estate assets in the portfolio of these funds; (2) construct a price index and a total return index of the real estate assets held by the Italian funds; (3) def...

Ethical Consumer Movement: Consumer Ethical Concerns and Behaviors

Background: Consumer ethical behavior has attracted much attention in recent years. However, most empirical research has focused on specific instances of ethical consumer behavior and ignored other ethical behaviors. This means a complete lack of understanding of the lifestyles of ethical consumers. In this article, while referring to the formation of ethical consumption, a full range of ethica...

Financial contagion in investment funds

Many new models for measuring financial contagion have been presented recently. While these models have not been specified for investment funds directly, there are many similarities that could be explored to extend the models. In this work we explore ideas developed about financial contagion to create a network of investment funds using both cross-holding of quotas and a bipartite network of fu...

Energy Scheduling in Power Market under Stochastic Dependence Structure

Since the emergence of power market, the target of power generating utilities has mainly switched from cost minimization to revenue maximization. They dispatch their power energy generation units in the uncertain environment of power market. As a result, multi-stage stochastic programming has been applied widely by many power generating agents as a suitable tool for dealing with self-scheduling...

Green Investment Funds: Organic Farming