Results 81 to 90 of about 4,210 (220)
Portfolio selection with time constraints and a rational explanation of insufficient diversification and excessive trading [PDF]
Private investors have limited time available for learning about stocks as they need to divide their time between stock analysis and work. This paper analyzes the influence of learning constraintsin the form of time constraints on portfolio selection and
Nietert, Bernhard, Dolzer, Armin
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Business Strategy and the Environment, EarlyView.ABSTRACT The emerging concept of Hubs for Circularity (H4Cs) presents an opportunity to create collaborative, self‐sustaining regional industrial ecosystems that drive circular economy transitions at scale. However, the operationalisation of H4Cs faces financial, organisational and data‐driven challenges.
Aditya Tripathi +3 more
wiley +1 more source
Tracking Error: a multistage portfolio model [PDF]
We study multistage tracking error problems. Different tracking error measures, commonly used in static models, are discussed as well as some problems which arise when we move from static to dynamic models.
Elio Canestrelli, Diana Barro
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Corporate Environmental Responsibility and Cost of Equity Capital: A Meta‐Analytical Review
Business Strategy and the Environment, EarlyView.ABSTRACT Despite extensive research on the relationship between corporate environmental responsibility (CER) and cost of equity capital (COEC), empirical evidence remains inconsistent. This study addresses these inconsistencies through a comprehensive meta‐analysis of 1139 effect sizes from 75 studies.
Robert Witte +2 more
wiley +1 more source
Quantitative forecast model for the application of the Black-Litterman approach [PDF]
The estimation of expected security returns is one of the major tasks for the practical implementation of the Markowitz portfolio optimization. Against this background, in 1992 Black and Litterman developed an approach based on (theoretically established)
Becker, Franziska, Gürtler, Marc
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Climate Change Risk and Financial Stability: Implications for European Banking Institutions
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether climate change risk weakens banking‐system stability in the European Union and assesses how renewable energy adoption and energy‐related taxation moderate this relationship. Using panel data for 27 EU countries from 2012 to 2022 and applying fixed‐effects OLS, two‐stage least squares (2SLS), and robust generalized ...
Md Yousuf Ali
wiley +1 more source
, 2011 The skill of accurately predicting the optimal time to buy or sell shares on the stock market is one that has been actively sought by both experienced and novice investors since the advent of the stock exchange in the early 1930s. Since then, the finance
Gounden, Kevin
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Portfolio optimization when risk factors are conditionally varying and heavy tailed [PDF]
, 2006 Assumptions about the dynamic and distributional behavior of risk factors are crucial for the construction of optimal portfolios and for risk assessment.
Hartz, Christoph +2 more
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Board Networks and Corporate Carbon Emissions: A Cross‐Country Analysis of Causal Effects
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether board networks influence corporate carbon emissions and the strategic pathways through which firms decarbonize. Using a sample of 1952 firms across 48 countries from 2003 to 2020, we employ dynamic stacked regressions that exploit exogenous carbon‐regulation shocks affecting firms connected through shared third ...
Katarzyna Burzynska +3 more
wiley +1 more source
Portfolio delegation under short-selling constraints [PDF]
In this paper we study delegated portfolio management when the manager's ability to short-sell is restricted. Contrary to previous results, we show that under moral hazard, linear performance-adjusted contracts do provide portfolio managers with ...
Juan-Pedro Gómez, Tridib Sharma
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