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Portfolio's weighted political risk and mutual fund performance : a text-based approach

Huong Giang Nguyen; Hoang, Khanh; Nguyen, Quan M. P.; … - In: Finance research letters 66 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015061194

Measuring ESG risks in multi-asset portfolios : decomposing VaRESG into CVaRESG

Capelli, Paolo; Ielasi, Federica; Russo, Angeloantonio - In: Finance research letters 66 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015061195

How does digital collaboration impact supply chain resilience

Jia, Lei; Li, Jing - In: Finance research letters 66 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015061198

Natural disasters and audit fees

Perry, Yumin Zhang; Adrian, Christofer; Hu, Fang; … - In: Accounting and business research 54 (2024) 1, pp. 55-86

Persistent link: https://www.econbiz.de/10014450586

Enterprise digital transformation and supply chain resilience

Qi, Ruijuan; Ma, Guowei; Liu, Chang; Zhang, Qiwen; … - In: Finance research letters 66 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015061112

Patent pledge and corporate risk-taking : a quasi-natural experiment from China's patent pledge pilot

Li, Jiawei; Wang, Tiezhi; You, Meiqi - In: Finance research letters 66 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015061122

The impact of supply chain finance on supplier stability : the mediation role of corporate risk-taking

Liu, Xinmeng; Zheng, Zhihong - In: Finance research letters 65 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014564160

Worst-case higher moment risk measure : addressing distributional shifts and procyclicality

Castro Iragorri, Carlos Alberto; Gómez, Fabio; … - In: Finance research letters 65 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014564284

Portfolio selection via high-dimensional stochastic factor Copula

Chen, Zhenlong; Chang, Jing; Hao, Xiaozhen - In: Finance research letters 67 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10015061465

A portfolio perspective on euro area bank profitability using stress test data

Mirza, Harun; Salleo, Carmelo; Trachana, Zoe - 2024

This study assesses euro area banks' profitability using granular stress test data from three EU-wide exercises, coordinated by the European Banking Authority, that took place in 2016, 2018, and 2021. We propose a credit portfolio-level risk-adjusted return on assets for the euro area as a whole...

Persistent link: https://www.econbiz.de/10015061511