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A theory of scenario generation
Schneider, Paul - 2019
scenarios and their probabilities become time-varying factors. From S&P 500 options, two or three time-varying scenarios suffice …
Persistent link: https://www.econbiz.de/10012003165
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Sustainable finance literacy and the determinants of sustainable investing
Filippini, Massimo; Leippold, Markus; Wekhof, Tobias - 2022
This paper introduces the concept of sustainable finance literacy, which refers to retail investors' knowledge of regulations, norms, and standards for financial products with sustainable characteristics. We survey a large sample of Swiss households and measure different literacy concepts using...
Persistent link: https://www.econbiz.de/10012800915
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Green versus sustainable loans : the impact on firms' ESG performance
Dursun-de-Neef, Özlem; Ongena, Steven; Tsonkova, Gergana - 2022 - This draft: May 20, 2022
This paper studies the development of a firm’s Environmental, Social, and Governance (ESG) performance following the issuance of “green loans” earmarked for green projects versus “sustainable loans” to firms bench-marked by ESG criteria. Firms issuing green loans appear to be effective...
Persistent link: https://www.econbiz.de/10013202785
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The sustainability wage gap
Krüger, Philipp; Metzger, Daniel; Wu, Jiaxin - 2020
A large literature documents a positive correlation between a firm's sustainability or ESG policies and firm value … direction of causation. In this paper we propose and test the Sustainability Wage Gap channel through which firms can benefit … administrative employer-employee matched data from Sweden and a new measure that quantifies the environmental sustainability of …
Persistent link: https://www.econbiz.de/10012487744
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Responsible institutional investing around the world
Gibson, Rajna; Glossner, Simon; Krüger, Philipp; … - 2020 - This version: December 2019
We explore a novel survey on responsible investing by institutional investors around the world and match it to archival data on their equity portfolio holdings. We document that institutions that publicly commit to responsible investing exhibit better environmental, social, and governance (ESG)...
Persistent link: https://www.econbiz.de/10012181356
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How Green FinTech can alleviate the impact of climate change : the case of Switzerland
Puschmann, Thomas; Hoffmann, Christian; Khmarskyi, Valentyn - 2021
The financial services industry is currently undergoing a major transformation, with digitization and sustainability …
Persistent link: https://www.econbiz.de/10012487860
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CHATREPORT: democratizing sustainability disclosure analysis through LLM-based tools
Ni, Jingwei; Bingler, Julia Anna; Colesanti Senni, Chiara; … - 2023
Persistent link: https://www.econbiz.de/10014483240
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Sovereign debt sustainability, the carbon budget and climate damages
Seghini, Caterina - 2024
Persistent link: https://www.econbiz.de/10014486910
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Technology entrepreneurs' environmental commitments and crowdfunding outcomes
Pursiainen, Vesa; Qian, Meichen; Tang, Dragon Yongjun - 2024
Persistent link: https://www.econbiz.de/10014517290
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Most efficient homogeneous volatility estimators
Saičev, Aleksandr I.; Sornette, Didier; Filimonov, Vladimir - 2009
We present a new theory of homogeneous volatility (and variance) estimators for arbitrary stochastic processes. The … main tool of our theory is the parsimonious encoding of all the information contained in the OHLC prices for a given time …
Persistent link: https://www.econbiz.de/10003971110