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Extending the Hansen-Jagannathan distance measure of model misspecification
Xu, Yuewu; Yao, Xiangkun - In: Finance research letters 29 (2019), pp. 384-392
Persistent link: https://www.econbiz.de/10012419240
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Determining risk model confidence sets
Cummins, Mark; Dowling, Michael; Esposito, Francesco - In: Finance research letters 22 (2017), pp. 169-174
Persistent link: https://www.econbiz.de/10011808131
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Model misspecification and pricing of illiquid claims
Rubtsov, Alexey - In: Finance research letters 18 (2016), pp. 242-249
Persistent link: https://www.econbiz.de/10011657056
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Robust consumption and portfolio rules with time-varying model confidence
Jang, Bong-Gyu; Lee, Seungkyu; Lim, Byung Hwa - In: Finance research letters 18 (2016), pp. 342-352
Persistent link: https://www.econbiz.de/10011657300
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Asset pricing model uncertainty and portfolio choice
Carrasco, Ignacio; Hansen, Erwin - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014576820
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Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.; Hsu, Hsiao-Yun; Watanabe, Toshiaki - In: Finance research letters 51 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
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The impact of government intervention on corporate environmental performance : evidence from China's national civilized city award
Zhang, Chi; Liu, Qiang; Ge, Guoqing; Hao, Ying; Hao, Han - In: Finance research letters 39 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012805411
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Does corporate social responsibility improve financial performance? : evidence from pure green side
Wang, Yang; Liu, Jun; Sui, Xiuping; Liu, Libing - In: Finance research letters 36 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012484168
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The curvilinear relationship between environmental performance and financial performance : an investigation of listed french firms using panel smooth transition model
Ben Lahouel, Bechir; Bruna, Maria-Giuseppina; Zaied, … - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012439010
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Do banks value green management in China? : the perspective of the green credit policy
Xing, Chao; Zhang, Yuming; Wang, Yuan - In: Finance research letters 35 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012439086