Results 131 to 140 of about 18,041,869 (292)
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This paper investigates the relationship between corporate social responsibility (CSR) and financial performance for European firms, and the moderating roles of industry and country‐specific factors in this relationship. Studying a sample of 2340 companies across 18 countries, we find Environmental, Social and Governance (ESG) scores to ...
Veda Fatmy, Venla Haavisto, Janne Äijö
wiley +1 more source
Nonparametric priors for vectors of survival functions [PDF]
The paper proposes a new nonparametric prior for two-dimensional vectors of survival functions (S1,S2). The definition we introduce is based on the notion of Lévy copula and it will be used to model, in a nonparametric Bayesian framework, two-sample ...
Antonio Lijoi, Ilenia Epifani
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines the use of environmental disclosure as a strategic tool to manage legitimacy crises in a mining company, adopting critical discourse analysis (CDA) as the main methodology. Focusing on a case of environmental disaster, this research reveals how corporate narratives can be manipulated to minimize responsibility and reinforce
Renata Luiza de Castilho Rossoni +1 more
wiley +1 more source
Pricing Derivatives on Two Lé}vy-driven Stocks [PDF]
The aim of this work is to study the pricing problem for derivatives depending on two stocks driven by a bidimensional Lévy process. The main idea is to apply Girsanov's Theorem for Lévy processes, in order to reduce the posed problem to the pricing of a
Ernesto Mordecki, José Fajardo
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Global challenges such as climate change, resource scarcity and ecological degradation demand that companies rethink how they create, deliver and capture value. Sustainable business model innovations (SBMIs) offer a promising pathway, yet empirical insights into how different SBMI archetypes affect consumer adoption behavior are scarce.
Lennard Stutz +3 more
wiley +1 more source
Bitcoin Volatility and Intrinsic Time Using Double-Subordinated Lévy Processes
RisksWe propose a doubly subordinated Lévy process, the normal double inverse Gaussian (NDIG), to model the time series properties of the cryptocurrency bitcoin. By using two subordinated processes, NDIG captures both the skew and fat-tailed properties of, as
Abootaleb Shirvani +3 more
doaj +1 more source
A Donsker Theorem for Lévy Measures [PDF]
Given n equidistant realisations of a Lévy process (Lt; t >= 0), a natural estimator for the distribution function N of the Lévy measure is constructed. Under a polynomial decay restriction on the characteristic function, a Donsker-type theorem is proved,
Markus Reiß, Richard Nickl
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Variance optimal hedging for continuous time additive processes and applications
, 2012 For a large class of vanilla contingent claims, we establish an explicit F\"ollmer-Schweizer decomposition when the underlying is an exponential of an additive process.
Goutte, Stéphane +2 more
core +3 more sources
Ecography, EarlyView.Climate change is significantly affecting biodiversity, and organisms that depend on external temperature – such as ectotherms – are particularly vulnerable to these effects. Microhabitats provide refuge for species, thereby reducing exposure to thermal and hydric stress under climate change.
Carolina Reyes‐ Puig +3 more
wiley +1 more source
Dependent jump processes with coupled Lévy measures [PDF]
I present a simple method for the modeling and simulation of dependent positive jump processes through a series representation. Each constituent process is represented by a series whose terms are equal to a transformation of the jump times of a standard ...
Naoufel El-Bachir
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