Similar Search Results

Equity markets and ESG dynamics : assessing spillovers and portfolio strategies through time-varying parameters

Wang, Yi; Ali, Shoaib; Ayaz, Muhammad - In: Energy economics 134 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015047135

Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis

Duan, Kun; Yang, Liu; Yan, Cheng; Huang, Yingying - In: Energy economics 127 (2023) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10014488701

Measuring plausibility of hypothetical interest rate shocks

Golub, Bennett W.; Tilman, Leo M. - In: Interest rate, term structure, and valuation modeling, (pp. 295-312). 2002

Persistent link: https://www.econbiz.de/10001734179

Measuring plausibility of hypothetical interest rate shocks

Golub, Bennet W.; Tilman, Leo M. - In: Advanced bond portfolio management : best practices in …, (pp. 249-266). 2006

Persistent link: https://www.econbiz.de/10003280215

Parametric mortality indexes : from index construction to hedging strategies

Tan, Chong It; Li, Jackie; Li, Johnny Siu-Hang; … - In: Insurance / Mathematics & economics 59 (2014), pp. 285-299

Persistent link: https://www.econbiz.de/10010469993

Is socially responsible investing just screening? : evidence from mutual funds

Hirschberger, Markus; Steuer, Ralph E.; Utz, Sebastian; … - 2012

This paper presents the results of an empirical study concerning conventional and socially responsible mutual funds.We apply a sophisticated operations research algorithm embedded in inverse portfolio optimization on financial market data, ESG-scores and CRSP fund data. Due to our results we...

Persistent link: https://www.econbiz.de/10009506554