Results 31 to 40 of about 16,345 (198)

Anatomy and variation in the paraphyletic Mosasaurus lemonnieri assemblage from the Craie phosphatée de ciply, Belgium

The Anatomical Record, EarlyView.
Abstract Nineteenth century excavations of the Ciply‐Malogne Phosphatic Chalk Formation in Hainaut, Belgium, yielded over 50 partial mosasaur skeletons, the majority of which were referred to the species Mosasaurus lemonnieri Dollo, 1889. In the years since, this taxon has experienced a complicated taxonomic history, and its exceptional hypodigm has ...
Henry S. Sharpe, Hallie P. Street‐Sampson, Takuya Konishi, Michael W. Caldwell   +3 more
wiley   +1 more source

Green Ambiguity Shapes Sustainable Investing

Business Strategy and the Environment, EarlyView.
ABSTRACT Green Exchange‐Traded Funds (ETFs) have experienced strong growth in recent years, reflecting increasing investor attention toward sustainability. However, these funds rely on a wide range of environmental metrics that are often weakly aligned, raising concerns about the meaning of greenness in sustainable investing.
Rita Laura D'Ecclesia, Giacomo Morelli, Kevyn Stefanelli   +2 more
wiley   +1 more source

Measuring Corporate Alignment With the Circular Economy: a Text‐Based Circularity Index From Mandatory Non‐Financial Disclosures

Business Strategy and the Environment, EarlyView.
ABSTRACT The transition to a circular economy (CE) has become a strategic priority for firms, yet empirical assessments of corporate circularity remain fragmented and heavily dependent on structured indicators or self‐reported metrics. This paper proposes a novel, text‐based circularity index derived from mandatory non‐financial statements of large ...
Giuseppe Pernagallo, Francesco Quatraro, Eleonora Rubichi   +2 more
wiley   +1 more source

Sustainability as a Defensive Strategy: ESG, Risk Exposure, and Returns in US Stocks

Business Strategy and the Environment, EarlyView.
ABSTRACT We analyzed the relationship between environmental, social, and governance (ESG) metrics, financial risk, and expected returns in the US stock market, using data from S&P 500 companies over the period from 2007 to 2022 using aggregate ESG scores from Refinitiv (LSEG).
Gabriel da Rosa Janone, Henrique Pinto Ramos, Cristian Rogério Foguesatto   +2 more
wiley   +1 more source

ESG Integration and Risk‐Adjusted Portfolio Performance in an Emerging‐Market Institutional Context: Evidence From Brazil's Corporate Sustainability Index

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study examines how ESG integration is associated with portfolio performance in an emerging market. Unlike conventional ESG versus non‐ESG comparisons, it investigates heterogeneity among sustainable portfolios composed of firms listed in Brazil's Corporate Sustainability Index.
Flávio Leonel de Carvalho, Igor Almeida da Silva, Paula de Camargo Fiorini   +2 more
wiley   +1 more source

Portfolio Optimization in Both Long and Short Selling Trading Using Trend Ratios and Quantum-Inspired Evolutionary Algorithms

IEEE Access, 2021
Stock selection is the first problem that investors encounter when investing in the stock market and is paramount. The Sharpe ratio is a common assessment strategy.
Yao-Hsin Chou, Yu-Chi Jiang, Shu-Yu Kuo
doaj   +1 more source

Calorie‐Free Menus as a Potential Mitigation Strategy for Mandatory Calorie Labelling: Evidence From People With Disordered Eating in England

European Eating Disorders Review, EarlyView.
ABSTRACT Objective Since the introduction of mandatory out‐of‐home calorie labelling in England, concerns have been raised about potential negative impacts on people with disordered eating. To mitigate these concerns, food outlets can provide calorie‐free menus on request.
Nora Trompeter, Abinaya Nadarajah, Fiona Duffy, Helen Sharpe, Ellen Maloney, Ulrike Schmidt, Lucy Serpell, Dasha Nicholls, Tom Jewell   +8 more
wiley   +1 more source

Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms

Journal of Forecasting, EarlyView.
ABSTRACT This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Higher levels of beta forecast accuracy are demonstrated, relative to other studies in the literature. These improvements are also highly significant, both statistically and economically.
Bao Doan, Dulani Jayasuriya, John B. Lee, Jonathan J. Reeves   +3 more
wiley   +1 more source

A novel approach to using modern portfolio theory

Borsa Istanbul Review, 2023
Since their inception, modern portfolio theory (MPT) and the Sharpe ratio have been among the most popular investment methodologies. Although MPT has shortcomings, it effectively uses market sentiment to predict low-risk, high-earning portfolios.
Taariq G.H. Surtee, Imhotep Paul Alagidede   +1 more
doaj   +1 more source

Climate Risks and the Risk Premia of AI Stocks: Some Forecasting Experiments

Journal of Forecasting, EarlyView.
ABSTRACT This study examines whether physical and transition climate‐risk measures predict the risk premia of AI‐related stocks, and whether incorporating these risks improves forecast performance relative to benchmark models. The findings suggest that global transition climate shocks lower the premia of AI stocks, while US climate policy increases ...
Afees A. Salisu, Abeeb O. Olaniran
wiley   +1 more source