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Boudreau, James W.; Mathews, Timothy; Sanders, shane; … - In: Games 13 (2022) 1, pp. 1-12

advantage in the final stage. We examine such momentum in conflict scenarios and investigate how valuable it must be to avoid a …, rent dissipation in the two-stage conflict is equal across party whether or not an individual obtains first-stage momentum … as useful conflict benchmarks, they dissipate additional expected contest rents. This additional rent-dissipative toll …

Persistent link: https://www.econbiz.de/10013171901

Conflicts & Capital Allocation

Edwards, Benjamin - 2017

The regulatory structure for financial advice now tolerates incentives motivating financial advisors to manipulate and deceive retail investors. While scholars thus far have argued for ways to improve investor protections, the literature has largely ignored how these flawed incentives affect the...

Persistent link: https://www.econbiz.de/10012968943

Exploring the role of ESG for the performance and risks of infrastructure investing : evidence from the international funds' market

Baldi, Francesco; Lambertides, Neophytos - In: Managerial finance 50 (2024) 1, pp. 92-117

Persistent link: https://www.econbiz.de/10014467100

Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence

Chen, Zhang; Yang, Yu; Yun, Po - In: Finance research letters 32 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012430683

Carbon dioxide as a risky asset

Bauer, Adam Michael; Proistosescu, Cristian; Wagner, Gernot - 2023

We develop a financial-economic model for carbon pricing with an explicit representation of decision making under risk and uncertainty that is consistent with the Intergovernmental Panel on Climate Change's sixth assessment report. We find that this approach provides economic support for the...

Persistent link: https://www.econbiz.de/10013549072

Asset allocation by penalized least squares

Manganelli, Simone (contributor) - 2007

This paper shows how the problem of mean-downside risk portfolio allocation can be cast in terms of penalized least squares (PLS). The penalty is given by a power function of the returns below a certain threshold. We derive the asymptotic properties of the PLS estimator, allowing for possible...