While the relationship between ESG disclosures and firm risk has been researched
substantially, the results remain inconclusive, and contradictory, as of 2023. Through meta …

The new BIS 1998 capital requirements for market risks allows banks to use internal models
to assess regulatory capital related to both general market risk and credit risk for their trading …

Portofolio (portfolio) adalah suatu kumpulan aktiva keuangan dalam suatu unit yang
dipegang atau dibuat oleh seorang investor, perusahaan investasi, atau institusi keuangan …

Эта книга представляет собой базовый учебник по курсу «Финансовый менеджмент» и
содержит систематизированное изложение его теоретических концепций, методов и …

A survival guide for the FinTech era of banking FinTech Innovation examines the rise of
financial technology and its growing impact on the global banking industry. Wealth …

We present a model with leverage and margin constraints that vary across investors and
time. We find evidence consistent with each of the model's five central predictions:(1) …

“Bali, Engle, and Murray have produced a highly accessible introduction to the techniques
and evidence of modern empirical asset pricing. This book should be read and absorbed by …

International policy actions to constrain carbon emissions create substantial risks and
opportunities for firms. In particular, production processes that are relatively high emitting will …

Standard estimators of risk premia in linear asset pricing models are biased if some priced
factors are omitted. We propose a three-pass method to estimate the risk premium of an …

Over twenty-five years ago, in Sharpe [1966] I introduced a measure for the performance of
mutual funds and proposed the term reward-to-variability ratio to describe it (the measure is …