Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Ewan Mackie"'
Autor:
Yue Leng, Evangelia Skiani, William Peak, Ewan Mackie, Fuyuan Li, Thwisha Charvi, Jennifer Law, Kieran Daly
Publikováno v:
Proceedings of the Third ACM International Conference on AI in Finance.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9a9af20e20d6ea913eb46c63f1857e16
https://doi.org/10.1145/3533271.3561757
https://doi.org/10.1145/3533271.3561757
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
https://doi.org/10.1007/978-981-10-4502-8_12
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
https://doi.org/10.1111/gcbb.12168
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
https://doi.org/10.1098/rspa.2011.0670
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::49699196599672732f48140ac94a2e7d
https://doi.org/10.2139/ssrn.2387245
https://doi.org/10.2139/ssrn.2387245
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
http://arxiv.org/abs/1012.1793