Results 111 to 120 of about 5,439,964 (250)
ECONOMICSIn 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 +1 more
doaj +1 more source
ForecastingThis 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
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how earnings management shapes the relationship between CEO characteristics, i.e., gender, education, age, tenure and financial expertise, and corporate carbon disclosure. While prior research links managerial attributes to environmental transparency, limited attention has been paid to the role of financial reporting ...
Shihong Zeng +4 more
wiley +1 more source
Downside-Risk Based Closed-Loop Supply Chain Coordinated by Two Third-Party Collecting Logistics
, 2014 In the context of a risk-neutral supplier, a downside-risk retailer and two third-party logistics suppliers, a downside-risk closed loop supply chain model is established by using game theory, and the impact of revenue-and-expense sharing contract is ...
Guanglu Zhou (18515964) +4 more
core
Does the tail risk index matter in forecasting downside risk?
This study employs an augmented realized GARCH (RGARCH) model to examine whether two well-known tail risk measures, namely the SKEW and VVIX indices, can improve the daily value-at-risk (VaR) forecasting accuracy for S&P500 index returns.
Hung, Jui-Cheng;Liu, Hung-Chun;Yang, J. Jimmy
core +1 more source
Circling the Archetype: Tensions Limiting the Transformation to a Circular Economy
Business Strategy and the Environment, EarlyView.ABSTRACT This research examines key tensions and the archetypal paradox that prevent the transformation to a circular economy (CE) across individual, organizational, and systems levels, problematizing CE assumptions. Tension manifestations are analyzed using a qualitative case study across eight diverse industries and geographies.
Helleke Heikkinen +5 more
wiley +1 more source
Downside risk applied to bankruptcy predicting models
Cogent Economics & FinanceThis 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 +3 more
doaj +1 more source
Examining ESG Performance Through TNFD‐Aligned Disclosure Practices
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines adherence to the Taskforce on Nature‐related Financial Disclosures (TNFD) framework in relation to the ESG performance of non‐financial and non‐utility S&P 500 firms. Drawing on legitimacy, stakeholder, and institutional monitoring theories, we construct measures of TNFD, nature‐related risk and opportunity indicators for ...
Dauda Bola Abdulsalam +2 more
wiley +1 more source
Broad Skills, Smaller Footprints? Generalist CEOs and Firm Biodiversity Exposure
Business Strategy and the Environment, EarlyView.ABSTRACT We examine whether CEO generalist skills predict firm‐level biodiversity risk exposure, an emerging strategic and financial concern. Using the biodiversity indicator developed based on textual analysis and the General Ability Index, we find that firms led by generalist CEOs are associated with significantly lower disclosed biodiversity risk ...
Hafiz Hoque +2 more
wiley +1 more source
Do Banks in the Middle East and North Africa Region Price Carbon Exposure?
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether carbon exposure is incorporated into corporate borrowing costs within the Middle East and North Africa (MENA) region. Using a panel of 771 firm‐year observations from publicly listed non‐financial firms between 2016 and 2023, the analysis investigates the relationship between carbon intensity and firms' cost of debt
Yara Ibrahim +2 more
wiley +1 more source