Výsledky vyhledávání

Is Socially Responsible Investing More Risky? Australian Evidence

Autor: Ewan Mackie, Madhu Veeraraghavan, John Watson, Imon Palit

Publikováno v: Accounting, Finance, Sustainability, Governance & Fraud: Theory and Application ISBN: 9789811045011

Prior studies, which analyse the performance of socially responsible investments (SRIs) compared to conventional funds, have thus far ignored the assessment of risk. In response to this identified lack of research, we make a major attempt to fill the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::e98e68acd11bc04bb9cf68f064b0ebb4
https://doi.org/10.1007/978-981-10-4502-8_12

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Implications of land‐use change to Short Rotation Forestry in Great Britain for soil and biomass carbon

Autor: Aidan M. Keith, Rebecca Rowe, Kim Parmar, Ewan Mackie, Marta Dondini, Niall P. McNamara, Mike Perks

Publikováno v: GCB Bioenergy. 7:541-552

Land-use change can have significant impacts on soil and aboveground carbon (C) stocks and there is a clear need to identify sustainable land uses which maximize C mitigation potential. Land-use transitions from agricultural to bioenergy crops are in

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7a091c8c24936833bdddd6ff760de5b4
https://doi.org/10.1111/gcbb.12168

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General theory of geometric Lévy models for dynamic asset pricing

Autor: Dorje C. Brody, Ewan Mackie, Lane P. Hughston

Publikováno v: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 468:1778-1798

The geometric L\'evy model (GLM) is a natural generalisation of the geometric Brownian motion model (GBM) used in the derivation of the Black-Scholes formula. The theory of such models simplifies considerably if one takes a pricing kernel approach. I

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::af13ac9edc27b4407804290ee5b4e97c
https://doi.org/10.1098/rspa.2011.0670

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Is Socially Responsible Investing More Risky? An Australian Perspective

Autor: Ewan Mackie, Imon Palit, Madhu Veeraraghavan, John R. Watson

Publikováno v: SSRN Electronic Journal.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::49699196599672732f48140ac94a2e7d
https://doi.org/10.2139/ssrn.2387245

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Rational term structure models with geometric Levy martingales

Autor: Lane P. Hughston, Ewan Mackie, Dorje C. Brody

In the "positive interest" models of Flesaker-Hughston, the nominal discount bond system is determined by a one-parameter family of positive martingales. In the present paper we extend this analysis to include a variety of distributions for the marti

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1b2754e4b8d822dea03dc184fd5abce9
http://arxiv.org/abs/1012.1793

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