Results 51 to 60 of about 15,773 (265)
Business Strategy and the Environment, EarlyView.ABSTRACT This study investigates the relationship between financial constraints and a firm's sustainability performance. Our empirical analysis utilises a panel of 40,445 observations from 9466 listed non‐financial firms across 44 countries, spanning the period from 2002 to 2019.
Boying Xu +2 more
wiley +1 more source
Risks, 2019 The Hierarchical risk parity (HRP) approach of portfolio allocation, introduced by Lopez de Prado (2016), applies graph theory and machine learning to build a diversified portfolio.
Prayut Jain, Shashi Jain
doaj +1 more source
Target Firm's ESG Engagement and Post–M&A Performance: The Mediating Role of Acquirer's CSR Strategy
Business Strategy and the Environment, EarlyView.ABSTRACT The paper examines whether the environmental, social and governance (ESG) performance of target firms influences both accounting‐based and market‐based corporate financial performance (CFP) within the merger and acquisition (M&A) context and whether this relationship is mediated by the acquirer's corporate social responsibility (CSR) strategy.
Francesco Gangi +4 more
wiley +1 more source
On the pitfalls of Gaussian likelihood scoring for causal discovery
Journal of Causal Inference, 2023 We consider likelihood score-based methods for causal discovery in structural causal models. In particular, we focus on Gaussian scoring and analyze the effect of model misspecification in terms of non-Gaussian error distribution. We present a surprising
Schultheiss Christoph, Bühlmann Peter
doaj +1 more source
Monetary Policy Misspecification in VAR Models [PDF]
SSRN Electronic Journal, 2000 We examine the effects of extracting monetary policy disturbances with semi-structural and structural VARs, using data generated by a limited participation model under partial accommodative and feedback rules. We find that, in general, misspecification is substantial: short run coefficients often have wrong signs; impulse responses and variance ...
Fabio Canova, Joaquim Pires Pina
openaire +4 more sources
Strategic Shift: The Power of Green Strategy on Sustainability Performance
Business Strategy and the Environment, EarlyView.ABSTRACT Employing FTSE Russell's unique Green Revenues data on S&P 1500 firms from 2016 to 2024, this study examines the long‐term effects of a corporate strategic shift toward green strategy, proxied by green revenue reporting, on corporate sustainability performance.
Post Raj Pokharel
wiley +1 more source
Structural Break Tests Robust to Regression Misspecification
Econometrics, 2018 Structural break tests for regression models are sensitive to model misspecification. We show—analytically and through simulations—that the sup Wald test for breaks in the conditional mean and variance of a time series process exhibits severe
Alaa Abi Morshed +2 more
doaj +1 more source
Convex Models, MLS and Misspecification
The Annals of Statistics, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Chemistry – A European Journal, EarlyView.Machine‐learning potentials are increasingly taking on the exploratory tasks of homogeneous catalysis, enabling rapid conformer sampling and reaction‐space mapping. However, when selectivity depends on subtle electronic effects, electronic‐structure methods remain essential.
Maxime Ferrer +3 more
wiley +1 more source
European Journal of Personality, EarlyView., 2020 Abstract Personality can be described at different levels of abstraction. Whereas the Big Five domains are the dominant level of analysis, several researchers have called for more fine‐grained approaches, such as facet‐level analysis. Personality facets allow more comprehensive descriptions, more accurate predictions of outcomes, and a better ...
Daniel Danner +4 more
wiley +1 more source