Results 151 to 160 of about 5,003 (230)

Using Deep Learning Conditional Value‐at‐Risk Based Utility Function in Cryptocurrency Portfolio Optimisation

International Journal of Finance &Economics, EarlyView.
ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang, Linzhi Tan, Haozhe Su, Jeremy Eng‐Tuck Cheah   +3 more
wiley   +1 more source

Design-Based Uncertainty for Quasi-Experiments. [PDF]

J Am Stat Assoc
Rambachan A, Roth J.
europepmc   +1 more source

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

Managing supply-chain resilience and security. [PDF]

Fundam Res
Hong J, Huo H, Wang S, Wang S, Zhao X.
europepmc   +1 more source

Pesticide Policy, Production Risk, and Producer Welfare: An Econometric Approach to Applied Welfare Economics

, 2015
John M. Antle
openalex   +1 more source

Rural–Urban Digital Divide: Evidence From Indian States

International Journal of Finance &Economics, EarlyView.
ABSTRACT The Indian economy has achieved significant progress in recent years, with the country expected to contribute about 16% of the global growth. However, at the sub‐national level, economic development has been quite disparate over the decades, with widening inequality between the richer western and southern states and other parts of the country.
Rashmi Arora, Nikhil Sapre
wiley   +1 more source

Economic evaluations of vaccines against respiratory infections in adults in Southeast Asia: A systematic review. [PDF]

Hum Vaccin Immunother
Cao BK, Hanifa RS, Nguyen TP, Postma MJ, van der Schans J.   +4 more
europepmc   +1 more source

Insider Ownership and Investment Efficiency

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the relationship between insider ownership and investment efficiency in Indian publicly listed firms, utilising panel data spanning 2001 to 2015. It explores how agency conflicts contribute to suboptimal capital investment decisions. Our analysis reveals that increased insider ownership is associated with reduced investment
Bibek Bhatta
wiley   +1 more source

Entropy-Based Evidence Functions for Testing Dilation Order via Cumulative Entropies. [PDF]

Entropy (Basel)
Alshehri MA.
europepmc   +1 more source