Results 101 to 110 of about 18,361 (310)

A Combined Kalman Filter–LSTM to Forecast Downside Risk of BWP/USD Returns: A Bottom-Up Hierarchical Approach

Forecasting
This paper offers a hybrid forecasting approach that merges a local-level state space Kalman filter with a Long-Short-Term Memory (LSTM) neural network to assess the downside risk of the Botswana Pula versus the US Dollar (BWP/USD).
Katleho Makatjane, Diteboho Xaba
doaj   +1 more source

ESG Shareholder Engagement and Downside Risk

SSRN Electronic Journal, 2016
Abstract We show that engagement on environmental, social, and governance issues can benefit shareholders by reducing firms’ downside risks. We find that the risk reductions (measured using value at risk [VaR] and lower partial moments) vary across engagement types and success rates. Engagement is most effective in lowering downside risk
Hoepner, Andreas G F, Oikonomou, Ioannis, Sautner, Zacharias, Starks, Laura T, Zhou, Xiao Y   +4 more
openaire   +1 more source

CEO Risk Orientation and Environmental Sustainability Disclosure: Managerial Discretion, Institutional Constraints, and Strategic Transparency

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines whether CEO risk orientation shapes environmental sustainability disclosure (ESD) and how institutional constraints condition this relationship. We argue that environmental disclosure constitutes a strategic exposure decision because greater transparency can increase regulatory scrutiny and stakeholder pressure.
Muhammad Jameel Hussain, R. M. Ammar Zahid, Yang Qian, Noha Alessa   +3 more
wiley   +1 more source

Downside Risk Measures and ESG Factors in Optimal Portfolio Construction: Evidence from European Equity Markets

ECONOMICS
In this paper, we implement an integrated framework for constructing ESG-constrained, downside-risk-optimized equity portfolios in the European stock market.
Quimbayo Carlos Andrés Zapata, Camacho Bernardo León   +1 more
doaj   +1 more source

Digital Technology's Role in Circular Waste Management: A Systematic Review

Business Strategy and the Environment, EarlyView.
ABSTRACT Combining circular economy ideas with digital tools offers a game‐changing way to tackle global sustainability problems. This paper focuses on how digital changes and circular economy models link up. A review has been conducted for 112 articles from 2021 to September 2025, using PRISMA‐2020 methodology. This study covered new tech like AI, IoT,
Reza Eslamipoor
wiley   +1 more source

Political Appointment of Executives, Green Action and Firm Performance: Evidence From the World Bank Enterprise Survey

Business Strategy and the Environment, EarlyView.
ABSTRACT Environmental sustainability and political influence increasingly shape corporate strategy, yet the link between politically appointed executives and firms' environmental actions remains underexplored. This study investigates whether political appointments to top executive positions influence the adoption of green action initiatives and how ...
Post Raj Pokharel, Munirah Sarhan AlQahtani, Suman Lodh, Monomita Nandy   +3 more
wiley   +1 more source

Alocação de ativos no mercado acionário brasileiro segundo o conceito de downside risk Asset allocation in the Brazilian stock market according to the downside risk strategy

REGE Revista de Gestão, 2006
O artigo compara a abordagem tradicional de média-variância na determinação de portfólios eficientes com a abordagem de risco assimétrico (downside risk), que substitui a variância pela semivariância ou outro LPM (Lower Partial Moment).
Fabio Wendling Muniz de Andrade
doaj  

Downside risk applied to bankruptcy predicting models

Cogent Economics & Finance
This study investigates the effectiveness of business failure prediction models for Pakistani companies. The research examines three well-known models: Altman’s Z-Score, Ohlson’s O-Score and Shumway’s hazard model.
Usama Saleem, Umara Noreen, Attayah Shafique, Nevi Danila   +3 more
doaj   +1 more source

Locked in Transition: Examining the Role of Paradoxical Tensions in the Transition From Industrial Cluster to Eco‐Clusters

Business Strategy and the Environment, EarlyView.
ABSTRACT Industrial clusters are central to the circular economy transition, yet how they develop into eco‐clusters and the paradoxical tensions this transformation fuels remain underexplored. Drawing on 48 in‐depth interviews and secondary data from a Turkish textile‐recycling cluster, we develop an empirically grounded model of eco‐cluster transition
Tulin Dzhengiz, Leona A. Henry, Simon M. Smith   +2 more
wiley   +1 more source

Rewards for downside risk in Asian markets [PDF]

, 2013
Lakshman Alles, Louis Murray
openalex   +1 more source