As taxas de retornos dos ativos: uma aplicação do >i<Capital Asset Pricing Model>/i< - CAPM
, 2001 Silvio Romero de Almeida
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Evaluating the Influence of Board Characteristics on Environmental Decoupling: Evidence From Europe
Business Strategy and the Environment, EarlyView.ABSTRACT This study investigates the relationship between corporate governance characteristics and environmental decoupling, that is, the misalignment between environmental disclosure and environmental performance. We analyze a sample of 728 European companies (3061 firm‐year observations) belonging to 18 industries and 20 different countries from 2017
Sabrina Pisano +3 more
wiley +1 more source
Corporate Climate Risk Governance and Environmental Innovation
Business Strategy and the Environment, EarlyView.ABSTRACT The existing body of literature with regard to climate‐oriented governance focuses on carbon disclosure and climate change commitments, with a notable omission of an essential aspect of sustainable business practices and decarbonization, that is, environmental innovation.
Md Tanvir Hamim, Sabur Mollah
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Can the Consumption-Free Nonexpected Utility Model Solve the Risk PremiumPuzzle? An Empirical Study of the Japanese Stock Market [PDF]
This paper investigates whether the consumption-free two-beta intertemporal capital asset-pricing model developed by Campbell and Vuolteenaho (2004) is able to solve the risk premium puzzle in the Japanese stock market over the period 1984−@2002.
Myong-Il Kang
core
Recurrent Stochastic Fluctuations with Financial Speculation [PDF]
arXivThroughout history, many countries have repeatedly experienced large swings in asset prices, which are usually accompanied by large fluctuations in macroeconomic activity. One of the characteristics of the period before major economic fluctuations is the emergence of new financial products; the situation prior to the 2008 financial crisis is a ...
arxiv
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach [PDF]
, 2023 Cássio Alves, Márcio Poletti Laurini
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Sustainable Finance Disclosure Versus Performance: A Clustering Approach
Business Strategy and the Environment, EarlyView.ABSTRACT The Sustainable Finance Disclosure Regulation (SFDR) imposes on investment companies the publication of sustainability related profiles of the portfolio creation process. This obligation seeks to enhance the information provided to customers on financial products with regard to the Environmental, Social and Governance (ESG) criteria.
Veronica Distefano +3 more
wiley +1 more source
An investigation of a portfolio-loss under the CAPM [PDF]
We consider a portfolio built according to the Capital Market Line of the Capital-Asset-Pricing Model. The universe of asset classes include marketable shares and bonds only.
U. Spreitzer, V. Reznik
core
CAPITAL ASSET PRICING MODEL TESTING IN WEST AFRICA ECONOMIC AND MONETARY UNION STOCK MARKET: THE CASE OF IVORIAN LISTED FIRMS [PDF]
, 2017 Zimy Samuel Yannick Gahé +3 more
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