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Found 5 papers, 1 papers with code
Do diverse and inclusive workplaces benefit investors? An Empirical Analysis on Europe and the United States
As the COVID-19 pandemic restrictions slow down, employees start to return to their offices.
Vine Copula based portfolio level conditional risk measure forecasting
Accurately estimating risk measures for financial portfolios is critical for both financial institutions and regulators.
A generalized precision matrix for t-Student distributions in portfolio optimization
In particular, when focusing on the minimum-variance portfolio, the covariance matrix or better its inverse, the so-called precision matrix, is the only input required.
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter?
Environmental, Social, and Governance (ESG) scores measure companies' performance concerning sustainability and societal impact and are organized on three pillars: Environmental (E), Social (S), and Governance (G).
ESG, Risk, and (Tail) Dependence
While environmental, social, and governance (ESG) trading activity has been a distinctive feature of financial markets, the debate if ESG scores can also convey information regarding a company's riskiness remains open.
