Work

Portfolio Diversification in Reducing Investment Risk

Year: 2024

Type: article

Abstract: This study analyzes the role of green bonds in portfolio diversification and green bonds can help reduce risk without sacrificing expected returns. The data used are historical data on stock prices and green bonds traded on the IDX for a period of 7 years, namely from 2018 to 2024. The analysis method used is descriptive analysis, t-student test, ANNOVA test and multiple linear regression. The results of the study show that green bonds play an important role in portfolio diversification. As an instrument that has lower volatility compared to stocks, green bonds allow investors to reduce risk without sacrificing significant returns.

Source: Zenodo (CERN European Organization for Nuclear Research)

DOI: 10.5281/zenodo.13994609

Authors: Ni Kadek Wahyuni Merta Sari, Noni Antika Khairunnisah, Muhammad Mahfuz

Institution: Akademi Bisnis Lombok

Language: English

Topic: Sustainable Finance and Green Bonds

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: green

OpenAlex ID: W6893036814

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