Results 21 to 30 of about 2,712,709 (247)
Business Strategy and the Environment, Volume 32, Issue 1, Page 686-703, January 2023., 2023 Abstract This study explores the quality of carbon reporting (QCR) by New Zealand (NZ) firms and its changes over time. It also explores the impact of QCR on the market reputation of firms. Using a sample of 300 company‐year observations between 2015 and 2020 from top listed firms of NZ, the study develops a 14‐item QCR index.
Habib Zaman Khan +2 more
wiley +1 more source
Efficient option pricing with transaction costs [PDF]
, 2002 A fast numerical algorithm is developed to price European options with proportional transaction costs using the utility-maximization framework of Davis (1997).
Monoyios, Michael
core +3 more sources
The Multifactor Quantitative Investment Model Based on Association Rule Mining and Machine Learning
Wireless Communications and Mobile Computing, 2022 The security information database has accumulated a large amount of historical data due to the continuing development of the securities market. People are concerned about how to fully utilize these data to investigate the securities market’s law.
Kefu Yi
semanticscholar +1 more source
Probability and Statistics with Applications in Finance and Economics
TheScientificWorldJournal, 2015 Probability and statistics play a vital role in every field of human activity. In particular, they are quantitative tools widely used in the areas of economics and finance.
Sarah Brown, W. Wong
semanticscholar +1 more source
A model of system-wide stress simulation: market-based finance and the Covid-19 event
Social Science Research Network, 2022 We build a model to simulate how the euro area market-based financial system may function under stress. The core of the model is a set of representative agents reflecting key economic sectors, which interact in asset, funding, and derivatives markets and ...
G. di Iasio +5 more
semanticscholar +1 more source
Consistent Valuation Across Curves Using Pricing Kernels [PDF]
, 2018 The general problem of asset pricing when the discount rate differs from the rate at which an asset's cash flows accrue is considered. A pricing kernel framework is used to model an economy that is segmented into distinct markets, each identified by a ...
Macrina, Andrea, Mahomed, Obeid
core +3 more sources
Proceedings Twelfth International Workshop on Quantitative Aspects of Programming Languages and Systems [PDF]
EPTCS 154, 2014, 2014 This volume contains the proceedings of the Twelfth Workshop on Quantitative Aspects of Programming Languages and Systems (QAPL 2014), held in Grenoble, France, on 12 and 13 April, 2014. QAPL 2014 was a satellite event of the European Joint Conferences on Theory and Practice of Software (ETAPS). The central theme of the workshop is that of quantitative
arxiv +1 more source
Environmental science and pollution research international, 2022 Morocco is an energy-deficient country depending on almost 94% of energy imports to fuel its growing economy. Due to its fast-growing population, Morocco’s energy consumption is projected to increase significantly, adding more pressure on the energy ...
Fatima Zahra Ainou +2 more
semanticscholar +1 more source
Corporate Social Responsibility and Environmental Management, Volume 30, Issue 1, Page 66-90, January 2023., 2023 Abstract Drawing on resource dependency and upper echelons theories, we examine the relationship between directors' international orientation (IO) and the scope of non‐financial disclosures (NFD) in a two‐tier board structure. Evidence from a regression analysis on a sample of non‐financial firms listed on the Warsaw Stock Exchange for the 2014–2018 ...
Dorota Dobija +4 more
wiley +1 more source
Highlights in Science Engineering and TechnologyAfter the emergence of financial derivatives, pricing has been focused by a considerable number of mathematicians. With stochastic analysis and some classic probability theories, many new pricing formulas appeared in the quantitative finance field.
Zixuan Cheng
semanticscholar +1 more source