{"id":{"repo_id":"auckland-tech","oai_identifier":"oai:openrepository.aut.ac.nz:10292/1346"},"canonical_url":"https://search.dev.ndltd.org/etd/auckland-tech/oai:openrepository.aut.ac.nz:10292/1346","repository":{"repo_id":"auckland-tech","name":"AUT University","base_url":"https://openrepository.aut.ac.nz/server/oai/request"},"display":{"title":"Portfolio diversification; benefits of investing in Carbon Markets from a New Zealand investor perspective","abstract":"This study investigates the diversification opportunity for investing in carbon credits from a New Zealand investor’s perspective. Investment in carbon credits, a relatively new commodity, is considered an alternative form of investment. The selected model, one of four, for evaluating the diversification opportunity is Minimum Variance Portfolio Optimisation using the shrinkage method. Comparing resultsfor the period from January 2006 to January 2010 has shown more diversification in the portfolio with the carbon commodity,in comparison to the same portfolio without the carbon commodity(Carbon credit in Europe).","abstract_html":"This study investigates the diversification opportunity for investing in carbon credits from a New Zealand investor’s perspective. Investment in carbon credits, a relatively new commodity, is considered an alternative form of investment. The selected model, one of four, for evaluating the diversification opportunity is Minimum Variance Portfolio Optimisation using the shrinkage method. Comparing resultsfor the period from January 2006 to January 2010 has shown more diversification in the portfolio with the carbon commodity,in comparison to the same portfolio without the carbon commodity(Carbon credit in Europe).","abstract_has_math":false,"creators":["Koleini, Abbas"],"institution":null,"degree_name":null,"degree_level":null,"degree_discipline":null,"degree_department":null,"school":null,"contributors":[],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2011,"date_issued":"2011","date_published":"2011","updated_at":"2026-07-27T18:45:47Z","subjects":["Portfolio diversification","Emission markets","Carbon markets","Minimum Variance Portfolio Optimisation","Shrinkage method","Investment"],"languages":[],"rights":[],"rights_urls":[],"identifier_entries":[{"key":"dc:identifier","label":"Identifier","values":["hdl:10292/1346"],"render_values":[{"text":"hdl:10292/1346","href":null,"code":true}]}]},"links":{"outbound_url":null,"outbound_label":null,"outbound_source":null},"metadata_groups":[{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date.issued","label":"Date","values":["2011"]},{"key":"dc:type","label":"Dc Type","values":["Thesis"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Portfolio diversification","Emission markets","Carbon markets","Minimum Variance Portfolio Optimisation","Shrinkage method","Investment"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["hdl:10292/1346"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description.other","label":"Dc Description Other","values":["This study investigates the diversification opportunity for investing in carbon credits from a New Zealand investor’s perspective. Investment in carbon credits, a relatively new commodity, is considered an alternative form of investment. The selected model, one of four, for evaluating the diversification opportunity is Minimum Variance Portfolio Optimisation using the shrinkage method. Comparing resultsfor the period from January 2006 to January 2010 has shown more diversification in the portfolio with the carbon commodity,in comparison to the same portfolio without the carbon commodity(Carbon credit in Europe)."]},{"key":"dc:title","label":"Title","values":["Portfolio diversification; benefits of investing in Carbon Markets from a New Zealand investor perspective"]}]}],"canonical_facts":{"dc:date.issued":["2011"],"dc:description.other":["This study investigates the diversification opportunity for investing in carbon credits from a New Zealand investor’s perspective. Investment in carbon credits, a relatively new commodity, is considered an alternative form of investment. The selected model, one of four, for evaluating the diversification opportunity is Minimum Variance Portfolio Optimisation using the shrinkage method. Comparing resultsfor the period from January 2006 to January 2010 has shown more diversification in the portfolio with the carbon commodity,in comparison to the same portfolio without the carbon commodity(Carbon credit in Europe)."],"dc:identifier":["hdl:10292/1346"],"dc:subject":["Portfolio diversification","Emission markets","Carbon markets","Minimum Variance Portfolio Optimisation","Shrinkage method","Investment"],"dc:title":["Portfolio diversification; benefits of investing in Carbon Markets from a New Zealand investor perspective"],"dc:type":["Thesis"]},"updated_at":"2026-07-27T18:45:47Z"}