Speaker: Dr. Carmine de Franco, Head of Research & ESG, Ossiam Abstract: We designed a machine learning algorithm that identifies patterns between ESG profiles and financial performances for companies in […]
Speaker: Prof. Matthew Dixon, Applied Mathematics, Illinois Institute of Technology Abstract: Catastrophe (CAT) bond markets are incomplete and hence carry uncertainty in instrument pricing. As such various pricing approaches have […]
Speaker: Prof. Julian Koelbel, School of Finance, University of St. Gallen Abstract: This study examines the impact of ESG ratings on mutual fund holdings, stock returns, corporate investment, and corporate […]
Speaker: Prof. John Geanakoplos, Economics, Yale University Abstract: Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation High future discounting rates favor […]
Speaker: Dr. Juan Sabuco, Smith School of Enterprise and the Environment, Oxford University Abstract: We develop an agent-based simulation of the catastrophe insurance and reinsurance industry and use it to […]
Speaker: Prof. Lin Shen, Department of Finance, INSEAD, Fontainebleau, Fr. Abstract: We study how environmental, social and governance (ESG) investing reshapes in-formation aggregation by prices. We develop a rational expectations […]
Speaker: Ulrich Atz, Stern School of Business, NYU Abstract: Sustainability in business and ESG (environmental, social, and governance) in finance have exploded in popularity among researchers and practitioners. We surveyed […]
Speaker: Prof. Laura T Starks, G. Kozmetsky Distinguished University Chair and Professor of Finance; University of Texas at Austin Abstract: TBA
Speaker: Prof. Jean-Charles Garibal, Grenoble School of Management Abstract: We study the formation of ESG scores and rankings. In particular, we investigate the impact of aggregation rules when combining information […]
Speaker: Christian Morgenstern, School of Public Health, Imperial College London Abstract: We quantify equity and bond market sensitivity to sovereign ESG scores and their variations which, theoretically, is equivalent to […]
Speaker: Prof. Kazuyuki Shimizu, School of Business Administration, Meiji University Abstract:This paper tries to find out what the difference is between ESG and SRI. ESG developed from the SRI concept […]
Speaker: Stefan Pisera, Dept. of Economics & Statistics, University of Udine Abstract: By proposing a novel continuous and time-varying measure of Sharia compliance, we investigate whether it enhances the effects […]