Results 71 to 80 of about 61,952 (182)
A Benchmark Approach to Investing and Pricing [PDF]
This paper introduces a general market modeling framework, the benchmark approach, which assumes the existence of the numeraire portfolio. This is the strictly positive portfolio that when used as benchmark makes all benchmarked nonnegative portfolios ...
Eckhard Platen
core
Framing Modern Slavery: Do Stakeholders Talk Past Each Other?
Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration, EarlyView.ABSTRACT Modern slavery literature has thus far mostly adopted a downstream perspective, in the sense that researchers investigated corporate actors' responses after the enactment of transparency legislation. The common finding is that corporate disclosure is poor and ineffective, contributing to a failure to eradicate modern slavery.
Sylvain Durocher +2 more
wiley +1 more source
Pricing Fixed-Income Securities in an Information-Based Framework [PDF]
In this paper we introduce a class of information-based models for the pricing of fixed-income securities. We consider a set of continuous- time information processes that describe the flow of information about market factors in a monetary economy.
Andrea Macrina, Lane P. Hughston
core
ESG Performance Evolution in Retail: A Systematic Review and Meta‐Analysis
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Environmental, social, and governance (ESG) practices have transformed from peripheral corporate social responsibility initiatives into core strategic imperatives in retail. Despite growing interest, the literature remains fragmented across disciplines and geographic contexts, with no comprehensive sector‐specific analysis examining the ...
Jiyeon Kim, Wooyoung Yang
wiley +1 more source
Assessing Credit with Equity: A CEV Model with Jump to Default [PDF]
Unlike in structural and reduced-form models, we use equity as a liquid and observable primitive to analytically value corporate bonds and credit default swaps.Restrictive assumptions on the .rm.s capital structure are avoided.Default is parsimoniously ...
Campi, L., Polbennikov, S.Y., Sbuelz, A.
core +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT The European Union (EU) has consistently advanced sustainability goals, with the 2019 European Green Deal (EGD) serving as a cornerstone initiative aligned with global sustainability frameworks. Yet, the combined impact of the Covid‐19 pandemic, energy market volatility, and supply chain disruptions has amplified the urgency of evaluating ...
Edoardo Crocco +3 more
wiley +1 more source
Dynamic Risk Profile of the US Term Structure by Wavelet MRA [PDF]
A careful examination of interest rate time series from different U.S. Treasury maturities by Wavelet Multiresolution Analysis (MRA) suggests that the first differences of the term structure of interest rate series are periodic or, at least, cyclic, non ...
CORNELIS A. LOS, SUTTHISIT JAMDEE
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This paper presents a quantitative assessment of Spanish companies' commitment to the United Nations Global Compact (UNGC) and the Sustainable Development Goals (SDGs). Analyzing over 1000 participating firms, we identify prioritization patterns and examine structural factors influencing SDG adherence.
Juan Laborda, Juan Pérez
wiley +1 more source
Purpose and Profit: Social and Environmental Marketing for Large Companies in Adverse Scenarios
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This qualitative study explored how large companies use social and environmental marketing to boost results in adverse scenarios, analyzing interviews with marketing managers and public documents. The findings reveal distinct strategies. To attract investors, environmental, social, and governance (ESG) communication is targeted at limited ...
Celso Jacubavicius +4 more
wiley +1 more source