Matches in SemOpenAlex for { <https://semopenalex.org/work/W3112992027> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W3112992027 endingPage "p19" @default.
- W3112992027 startingPage "p19" @default.
- W3112992027 abstract "In recent years, companies' actions towards factors of production have multiplied. The human dimension is increasingly present in decisions and companies feel socially responsible. The sustainability of companies necessarily requires limiting the negative environmental effects because of these production activities. Ethical finance in general, whether Islamic or not, is a growing demand on the part of consumers and states. The aim of this paper is to assess the risk of two ethically responsible indices such as S&P500 Shariah index and S&P500 Environment and Socially Responsible index. In this paper, we will conduct a comparative study of market risk on two ethically responsible indices: the Islamic Index of the Shariah (S&P500 Shariah index) and the S&P500 Environment and Socially Responsible index during the period from 30/09/2010 to 21/09/2018. The evolution of the market will be represented by the general index of the S&P500. To do this, we use different approaches to value at risk such as VaR parametric approach, VaR non-parametric approach and the Theory of Extreme Values approach. Our results show that, on the one hand, the S&P500 Environment and Socially Responsible index is less risky than the S&P500 Shariah index and the S&P500 index. On the other hand, the S&P500 Shariah index is at low risk when yields are extreme. We conclude that the S&P500 Environment and Socially Responsible index is less risky than the Shariah S&P500 Index when you consider that yields are moving under normal market conditions." @default.
- W3112992027 created "2020-12-21" @default.
- W3112992027 creator A5019517837 @default.
- W3112992027 date "2020-12-09" @default.
- W3112992027 modified "2023-09-26" @default.
- W3112992027 title "Comparative Risk Analysis by Var: An Empirical Application to Ethical Market Indices" @default.
- W3112992027 doi "https://doi.org/10.30560/rfm.v2n2p19" @default.
- W3112992027 hasPublicationYear "2020" @default.
- W3112992027 type Work @default.
- W3112992027 sameAs 3112992027 @default.
- W3112992027 citedByCount "0" @default.
- W3112992027 crossrefType "journal-article" @default.
- W3112992027 hasAuthorship W3112992027A5019517837 @default.
- W3112992027 hasBestOaLocation W31129920271 @default.
- W3112992027 hasConcept C105795698 @default.
- W3112992027 hasConcept C106159729 @default.
- W3112992027 hasConcept C136764020 @default.
- W3112992027 hasConcept C144133560 @default.
- W3112992027 hasConcept C149782125 @default.
- W3112992027 hasConcept C162118730 @default.
- W3112992027 hasConcept C162324750 @default.
- W3112992027 hasConcept C166957645 @default.
- W3112992027 hasConcept C202444582 @default.
- W3112992027 hasConcept C205649164 @default.
- W3112992027 hasConcept C2776291640 @default.
- W3112992027 hasConcept C2777382242 @default.
- W3112992027 hasConcept C33676613 @default.
- W3112992027 hasConcept C33923547 @default.
- W3112992027 hasConcept C41008148 @default.
- W3112992027 hasConcept C4445939 @default.
- W3112992027 hasConcept C73858035 @default.
- W3112992027 hasConceptScore W3112992027C105795698 @default.
- W3112992027 hasConceptScore W3112992027C106159729 @default.
- W3112992027 hasConceptScore W3112992027C136764020 @default.
- W3112992027 hasConceptScore W3112992027C144133560 @default.
- W3112992027 hasConceptScore W3112992027C149782125 @default.
- W3112992027 hasConceptScore W3112992027C162118730 @default.
- W3112992027 hasConceptScore W3112992027C162324750 @default.
- W3112992027 hasConceptScore W3112992027C166957645 @default.
- W3112992027 hasConceptScore W3112992027C202444582 @default.
- W3112992027 hasConceptScore W3112992027C205649164 @default.
- W3112992027 hasConceptScore W3112992027C2776291640 @default.
- W3112992027 hasConceptScore W3112992027C2777382242 @default.
- W3112992027 hasConceptScore W3112992027C33676613 @default.
- W3112992027 hasConceptScore W3112992027C33923547 @default.
- W3112992027 hasConceptScore W3112992027C41008148 @default.
- W3112992027 hasConceptScore W3112992027C4445939 @default.
- W3112992027 hasConceptScore W3112992027C73858035 @default.
- W3112992027 hasIssue "2" @default.
- W3112992027 hasLocation W31129920271 @default.
- W3112992027 hasOpenAccess W3112992027 @default.
- W3112992027 hasPrimaryLocation W31129920271 @default.
- W3112992027 hasRelatedWork W2035114016 @default.
- W3112992027 hasRelatedWork W2603418198 @default.
- W3112992027 hasRelatedWork W2944381797 @default.
- W3112992027 hasRelatedWork W2982023230 @default.
- W3112992027 hasRelatedWork W3089272320 @default.
- W3112992027 hasRelatedWork W3176823162 @default.
- W3112992027 hasRelatedWork W3213950637 @default.
- W3112992027 hasRelatedWork W4293060673 @default.
- W3112992027 hasRelatedWork W4313274747 @default.
- W3112992027 hasRelatedWork W3086864441 @default.
- W3112992027 hasVolume "2" @default.
- W3112992027 isParatext "false" @default.
- W3112992027 isRetracted "false" @default.
- W3112992027 magId "3112992027" @default.
- W3112992027 workType "article" @default.