Results 141 to 150 of about 566,258 (283)
Sensitivity analysis of volatility: a new tool for risk management [PDF]
The extension of GARCH models to the multivariate setting has been fraught with difficulties. In this paper, we suggest to work with univariate portfolio GARCH models.
Ceci, Vladimiro +2 more
core
Business Strategy and the Environment, EarlyView.ABSTRACT Investors have long recognized the importance of firms in promoting sustainability, leading to the rise of socially responsible investment (SRI). Specifically, there is a growing preference for exchange‐traded funds (ETFs) that prioritize environmental, social, and governance (ESG) principles.
Sandra Tenorio‐Salgueiro +3 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This article evaluates the average business performance of construction firms across Spain's 17 autonomous communities within a decentralised governance framework. A regional composite sustainability index is developed, integrating economic, social and environmental intensity indicators.
Francisco José Castillo‐Díaz +3 more
wiley +1 more source
Learning Under Ambiguity [PDF]
This paper considers learning when the distinction between risk and ambiguity (Knightian uncertainty) matters. Working within the framework of recursive multiple-priors utility, the paper formulates a counterpart of the Bayesian model of learning about ...
Larry Epstein, Martin Schneider
core
Operationalising Sufficiency in an Organisational Context: A Systematic Literature Review
Business Strategy and the Environment, EarlyView.ABSTRACT Efficiency‐led sustainability is important but often fails to deliver absolute reductions in resource use, leaving organisations exposed to rebound effects. What remains underexplored is how sufficiency, the strategic limitation of consumption and resource use, is operationalised within organisational contexts.
Shahrokh Nikou +2 more
wiley +1 more source
Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market [PDF]
Funds of Funds (FoF) are particular investment funds that invest resources in some mutual funds. This type of funds offers the possibility to achieve an higher diversification that an investor can’t realize using other instruments.
Carretta, Alessandro +1 more
core +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT With net zero CO2 emissions as the benchmark for mitigating the worst impacts of climate change by mid‐century, businesses are urged to deploy robust reduction measures. However, in light of increasing emissions globally, the effectiveness of current corporate decarbonization strategies remains unclear.
Linda Schenzle, Timo Busch
wiley +1 more source
Which portfolio is better? A discussion of several possible comparison criteria
, 2018 During the last few years, there has been an interest in comparing simple or heuristic procedures for portfolio selection, such as the naive, equal weights, portfolio choice, against more "sophisticated" portfolio choices, and in explaining why, in some ...
Gzyl, Henryk, Rios, Alfredo
core
Mandatory TCFD Disclosure and Corporate Financial Performance: Evidence From UK Non‐Financial Firms
Business Strategy and the Environment, EarlyView.ABSTRACT The escalating urgency of climate change has intensified calls for transparent corporate reporting on climate‐related risks and opportunities. This study examines the causal impact of the United Kingdom's mandatory Task Force on Climate‐Related Financial Disclosures (TCFD) framework on the financial performance of non‐financial firms.
Prashant Gupta
wiley +1 more source