Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Rocco Ciciretti"'
Publikováno v:
Financial Markets, Institutions & Instruments. 31:123-145
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e856043e02822c0b887b15a5c38e2eb9
https://doi.org/10.1111/fmii.12163
https://doi.org/10.1111/fmii.12163
Publikováno v:
Journal of Empirical Finance, 71, 104-124. ELSEVIER SCIENCE BV
Firms that score high on environmental, social, and governance (ESG) indicators exhibit lower expected returns. This negative ESG premium might be driven by the lower risk associated with high ESG scores (betas), or it could signal investors’ prefe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4a893b868f4495df35b1231887572cce
https://hdl.handle.net/2108/322525
https://hdl.handle.net/2108/322525
Publikováno v:
Creating Value and Improving Financial Performance ISBN: 9783031248757
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5c76760b5e59fc269ecb114df9218d98
https://hdl.handle.net/2108/322527
https://hdl.handle.net/2108/322527
Publikováno v:
Physica A: Statistical Mechanics and its Applications, 593:126976. ELSEVIER SCIENCE BV
This paper provides a novel resilience measure of a family of networks in terms of stability of its community structure. To this aim, we assign to each node a probability distribution and introduce an exogenous shock as a lump sum perturbing its left
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e3b56184983cdd6948b837e51ee61815
https://doi.org/10.1016/j.physa.2022.126976
https://doi.org/10.1016/j.physa.2022.126976
Publikováno v:
Sustainability, 14(7):3805. MDPI AG
Sustainability; Volume 14; Issue 7; Pages: 3805
Sustainability; Volume 14; Issue 7; Pages: 3805
We study whether ESG investing may mitigate the risk of contagion among equity mutual funds. More precisely, we measure the impact of fire-sale spillover, propagating throughout the financial system, on funds ranked on ESG aspects. We compare the rel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9a76952de71ddbc42e676da16b973427
https://hdl.handle.net/2108/309597
https://hdl.handle.net/2108/309597
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::389b550eedbdda74c5a4b29a1aaf84f5
https://doi.org/10.2139/ssrn.4304109
https://doi.org/10.2139/ssrn.4304109
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::264b815e0e935485bb8e14fddccb2bee
https://doi.org/10.2139/ssrn.4244869
https://doi.org/10.2139/ssrn.4244869
Publikováno v:
University of Groningen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::72a9bbea5c1860d45f2f4be1df9efa01
https://research.rug.nl/en/publications/6be36987-f01c-4143-8207-a5a9c7e2a534
https://research.rug.nl/en/publications/6be36987-f01c-4143-8207-a5a9c7e2a534
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f95ff761f3138b81278dabd6a93c8e3e
https://doi.org/10.2139/ssrn.3957232
https://doi.org/10.2139/ssrn.3957232
Publikováno v:
Journal of Financial Stability, 54:100887. ELSEVIER SCIENCE INC
We consider a network of equity mutual funds characterized by different levels of compliance with Environmental, Social, and Governance (ESG) aspects. We measure the impact of portfolio liquidation in a stress scenario on funds with different ESG rat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ea8be7557790fce6c8adb6a689f68689
http://hdl.handle.net/11573/1550337
http://hdl.handle.net/11573/1550337