Speaker: Beatrice Bertelli, Dept. of Economics, Università degli Studi di Modena e Reggio Emilia Abstract: The introduction of the Environmental, Social, Governance (ESG) dimensions in setting up optimal portfolios has […]
Speaker: Prof. Nandita Das, College of Business, Delaware State University Title:Is there a difference in ESG fund performance among different economies? This is joint work with Prof. Aman Sunder, Dean […]
Speaker: Dr. Aydin Aslan, Department of Finance, Technical University of Dortmund Abstract: We investigate how an investor’s preference for sustainable assets in the portfolio varies for differing levels of risk […]
Speaker: Prof. Ved Beloskar, Modi School of Commerce, NMIMS Deemed to be University, Mumbai Abstract: Investors have shown increasing interest in Socially Responsible Investments (SRI) in the past few years, […]
Speaker: Jason Bailey, Department of Math & Statistics, Texas Tech University Abstract: With the increasing importance of ESG factors in real estate constructions and prices, we investigate commonly-accepted factors in […]
Speaker: Prof. Eduardo C. Garrido Merchán, Faculty of Economic and Business Sciences (ICADE), Comillas Universidad Pontifica Abstract: This paper investigates the application of Deep Reinforcement Learning (DRL) for Environment, Social, […]
Speaker: Prof. Antonio Francisco de Almeida da Silva Jr., Department of Business Administration, Universidade Federal de Bahia, Salvador Brazil abstract: The aim of the work is to present a framework […]
Speaker: Prof. Dilip Madan, Robert H. Smith School of Business, University of Maryland Abstract: Strategies for selecting hedging measures that both respect certain market values of cash flows and yet […]
Speaker: Prof. Ruiqi Liu, Department of Mathematics & Statistics, Texas Tech University Abstract: This paper introduces a novel approach for estimating structural break ratios in the factor loadings of high-dimensional […]
Speaker: Massimo Guidolin, Department of Finance, Bocconi University, Milan, Italy Abstract: We test the performance of two ESG score-driven quantitative signals on a large, multi-national crosssection of European stock returns. […]
Speaker: Prof. Lorenzo Mercuri, Dept. of Economics, Management & Quantitative Finance Methods, University of Milan Abstract: The paper investigates the effect of the label green in bond markets from the […]
Speaker: Dr. Konstantin Ignatov, WHU - Otto Beisheim School of Management Abstract Since the ESG topic consistently gains on importance in the investment universe, companies provide investors with information regarding […]