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Employing behavioural portfolio theory for sustainable investment: Examining drawdown risks and ESG factors
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Aayush Poddar --- Indian Institute of Technology, India Sujoy Bhattacharya --- , R Rathish Bhatt --- Management, Goa Institute of Management, IndiaThis study uses behavioural portfolio theory (BPT) within the Markowitz Portfolio Theory framework to enhance portfolio management by focusing on sustainability and risk mitigation during market downturns. It selects portfolios to hedge against market lows using Conditional Drawdown at Risk...