Results 241 to 250 of about 23,032 (275)

Fused Portfolio Optimization for Harnessing Marine Renewable Energy Resources

Mary Maceda, Robert F. Miller, Victor Faria, Matthew Bryant, Chris Vermillion, Anderson Rodrigo de Queiroz   +5 more
openalex   +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

The Black‐Box of ESG Scores From Rating Agencies: Do They Genuinely Reflect Sustainability Practices, or Are They Disproportionately Shaped by Financial Performance?

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the environmental, social and governance (ESG) scoring methodologies used by Bloomberg and S&P Global through the lens of Data Envelopment Analysis (DEA). It addresses a notable gap in the literature by identifying the underlying factors that shape ESG scores and providing practical insights for companies seeking to ...
Philipe Balan, Jorge Antunes, Peter Wanke, Yong Tan, Ali Meftah Gerged   +4 more
wiley   +1 more source

Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment

International Journal of Finance &Economics, EarlyView.
ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani, Domenico Mignacca, Gianluca Fusai, Fabio Caccioli, Guido Germano   +4 more
wiley   +1 more source

Do Big Data Applications and Financial Innovation Lead to Enhanced Banking Performance? Evidence From the United Kingdom

International Journal of Finance &Economics, EarlyView.
ABSTRACT Big data and financial innovations are vital to enhancing the performance of banking institutions. However, limited evidence exists on the effects of big data applications and financial innovation on bank performance. This study addresses this gap by constructing a theoretical framework linking big data applications and financial innovations ...
Mandella Osei‐Assibey Bonsu, Yongsheng Guo   +1 more
wiley   +1 more source

Optimizing co-located offshore wave and wind energy systems: Feasibility, design, and portfolios assessment

Neda Jamaleddin, Victor Faria, Anderson Rodrigo de Queiroz, Mohammed A. Gabr   +3 more
openalex   +1 more source

Portfolio Optimization for Green Sharia Stocks: Unlocking Indonesia Sustainable Islamic Finance Potential

Ghina Aufa, Lufina Mahadewi
openalex   +1 more source

RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets

Yiyao Zhang, Diksha Goel, Hussain Ahmad, Claudia Szabo   +3 more
openalex   +1 more source