Portfolio risk and return between energy and non-energy stocks

This paper aims to examine the potential for portfolio returns by adding together conventional and energy stocks with varying proportions. We examine the risk and return characteristics of a portfolio comprising energy and non-energy stocks from twenty countries. The period for daily data ranges fro...

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Bibliographic Details
Main Authors: Neeraj Nautiyal, Abdel Razzaq Alrababa'a, Mobeen Ur Rehman, Xuan Vinh Vo, Mamdouh Abdulaziz Saleh Al-Faryan
Format: Article
Language:English
Published: Elsevier 2024-05-01
Series:Heliyon
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S240584402407230X