The aim of the article is to analyze the stability of beta coeffi cients of companies listed in WIG-ESG. There are many … the beta coeffi cient for ESG companies. We examined beta coeffi cients for 57 companies listed in WIG-ESG, established … price infl ation, Russian invasion of Ukraine). We estimate the beta coeffi cient for the whole as a result of which we …

Beta-sorted portfolios-portfolios comprised of assets with similar covariation to selected risk factors-are a popular … investigate the properties of beta-sorted portfolio returns by casting the procedure as a two-step nonparametric estimator with a … nonparametric first step and a beta-adaptive portfolios construction. Our framework rationalizes the well-known estimation algorithm …

Beta-sorted portfolios - portfolios comprised of assets with similar covariation to selected risk factors - are a … investigate the properties of beta-sorted portfolio returns by casting the procedure as a two-step nonparametric estimator with a … nonparametric first step and a beta-adaptive portfolios construction. Our framework rationalizes the well-known estimation algorithm …

shape (CARS) model with beta density to predict the direction of stock returns. The CARS model is continuously valued, which …

production inefficiency among smallholder farmers using stochastic frontier and beta regression models, respectively. Hence, 400 … 18.97 quintals per hectare less than the potential production capacity. Consequently, the beta regression model result …