Results 191 to 200 of about 21,130 (293)

Climate Transition Risk, ESG Rating Divergence and Portfolio Performance: Evidence From Composite Scores and Climate‐Adjusted Factor Models

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study investigates how ESG rating divergences and climate transition risks jointly influence portfolio performance. Using a newly constructed composite Environmental (E) score derived from principal component analysis (PCA) across three leading ESG providers (Eikon, RobecoSAM, Sustainalytics), we build industry‐adjusted portfolios for 389 
Ahmed Bouteska, Murad Harasheh, Giovanni Esposito   +2 more
wiley   +1 more source

Ethics and the economics of Adam Smith and J.S. Mill: On the moral significance of classical economics.

, 1992
Amos Witztum
openalex   +1 more source

Factor-based deep reinforcement learning for asset allocation: Comparative analysis of static and dynamic beta reward designs. [PDF]

PLoS One
Jung NH, Oh T.
europepmc   +1 more source

The Black‐Box of ESG Scores From Rating Agencies: Do They Genuinely Reflect Sustainability Practices, or Are They Disproportionately Shaped by Financial Performance?

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the environmental, social and governance (ESG) scoring methodologies used by Bloomberg and S&P Global through the lens of Data Envelopment Analysis (DEA). It addresses a notable gap in the literature by identifying the underlying factors that shape ESG scores and providing practical insights for companies seeking to ...
Philipe Balan, Jorge Antunes, Peter Wanke, Yong Tan, Ali Meftah Gerged   +4 more
wiley   +1 more source

Economic and demographic influences on health expenditures: robust approaches for income and aging effects. [PDF]

Health Econ Rev
Boz C, Kurnaz FS.
europepmc   +1 more source

Climate Change Laws and European Stock Markets: An Event Analysis

International Journal of Finance &Economics, EarlyView.
ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis, Georgios P. Kouretas, Evangelos Salachas   +2 more
wiley   +1 more source

The Welfare and The Theory of Economics(No. 1)It reconsiders The Liberalism, An Utilitarianism and The Classical Economics

, 2014
正司 山本
openalex   +1 more source

Nash Equilibria in Four-Strategy Quantum Extensions of the Prisoner's Dilemma Game. [PDF]

Entropy (Basel)
Frąckiewicz P, Gorczyca-Goraj A, Grzanka K, Nowakowska K, Szopa M.   +4 more
europepmc   +1 more source

Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment

International Journal of Finance &Economics, EarlyView.
ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani, Domenico Mignacca, Gianluca Fusai, Fabio Caccioli, Guido Germano   +4 more
wiley   +1 more source