Results 151 to 160 of about 37,486 (312)

Static Hedging of Multivariate Derivatives by Simulation [PDF]

We propose an approximate static hedging procedure for multivariate derivatives. The hedging portfolio is composed of statically held simple univariate options, optimally weighted minimizing the variance of the difference between the target claim and the
Paolo Pellizzari
core  

CEO Overconfidence, Industry Competition, and ESG Performance

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study examines the interplay among CEO overconfidence, industry competition, and firms' ESG (Environmental, Social, and Governance) performance. With the growing importance of ESG management, firms are investing more in ESG initiatives as a strategic approach to mitigating downside risk. However, overconfident CEOs, characterized by their
Taehyung Kim, Jaeseog Na
wiley   +1 more source

An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition [PDF]

This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic minimum-variance hedge ratio for various ...
Thomas Conlon, John Cotter
core  

Combating ESG Greenwashing Through AI Models: Evidence From Disaggregated AI Technologies, Mechanisms, and Thresholds

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study examines how artificial intelligence language models influence corporate environmental, social, and governance greenwashing (GWESG$$ {\mathrm{GW}}_{\mathrm{ESG}} $$) behavior, utilizing panel data from Chinese listed firms spanning 2012–2022.
Brahim Bergougui, Hamid Ghazi H. Sulimany, Abdulrahman Atllah Alharbi   +2 more
wiley   +1 more source

The coupling process of awareness and disease under the influence of synergistic-hedging effect of information resources. [PDF]

Infect Dis Model
Huo L, Zhao J.
europepmc   +1 more source

Corporate Social Responsibility and Corporate Tax Avoidance in Europe: Evidence From the Anti‐Tax Avoidance Directives

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study examines the relationship between corporate social responsibility (CSR) and corporate tax avoidance (CTA) in the European Union, exploiting institutional variation arising from CSR disclosure regimes and the introduction of the Anti‐Tax Avoidance Directives (ATAD).
Alessandro Migliavacca
wiley   +1 more source

Stance modals in Chinese EFL learners' monologue tasks: A corpus-based study. [PDF]

PLoS One
Wang W, Wang H.
europepmc   +1 more source

MANAGING PRICE RISK IN COTTON PRODUCTION USING STRATEGIC ROLLOVER HEDGING

Research on rollover hedging for agricultural commodities has focused on the consequences of using existing contracts to substitute for missing long-term contracts.
Heboyan, Vahe, Turner, Steven C.
core  

Orchestrating Green Transformation: How AI Adoption Enables Corporate Carbon Neutrality

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT As carbon neutrality has become a central goal of global climate governance, how firms achieve low‐carbon transformation has emerged as a critical research issue. However, prior studies have primarily focused on macro‐ or industry‐level analyses, offering limited and fragmented insights into how digital technologies—particularly AI—affect firm‐
Xiaonan Dong, Sungjin Son
wiley   +1 more source

Bet-hedging via Kelly betting in a limited environment leads to logistic growth in the Game of Fitness. [PDF]

Sci Rep
Gulec F, Iliiasova T, Wallbridge N, Eckford AW.   +3 more
europepmc   +1 more source