Drivers of risk correlation among financial institutions: A study based on a textual risk disclosure perspective

G Li, Z Jing, J Li, Y Feng - Economic Modelling, 2023 - Elsevier
Risk correlation is an important feature of financial institutions and a source of systemic risk.
Despite the importance of risk correlation, few studies have examined its mechanism. Based …

[HTML][HTML] Can corporate social performance mitigate the risk of extreme stock returns?

FB Abdelaziz, M Chibane, A Kuhanathan - The Quarterly Review of …, 2024 - Elsevier
It is commonly believed that there exists a strong negative association between corporate
social performance (CSP) and firm risk. 1 To investigate the structure of this relationship, we …

Portfolio Optimization Under the Uncertain Financial Model

J Wu, JF Gomez-Aguilar, R Taleghani - Computational Economics, 2024 - Springer
The purpose of this paper is to employ the fractional uncertain differential equation to model
stock price and design an strategy to reduce the investment risk based on the optimization …

Multi-verse metaheuristic and deep learning approach for portfolio selection with higher moments

V Jain, RR Sahay, Nupur - … Journal of System Assurance Engineering and …, 2024 - Springer
The market has become very volatile these days in the presence of a war-like situation with
a lot of political turmoil and the rapid occurrence of natural disasters the world over. It is …

Volatility spillovers of cloud stocks: Evidence from China using the dynamic connectedness approach

L Lin, A Cheung, WL Yan - Accounting & Finance, 2024 - Wiley Online Library
Based on daily data from 2013 to 2022, this study examines the spillover effects of volatility
between cloud stocks and other asset classes (global stocks, treasury bonds, gold and …

Global Risk Aversion: Driving Force of Future Real Economic Activity

D Ryu, H Cho, J Kim - Available at SSRN 4505223, 2023 - papers.ssrn.com
This study examines how global risk aversion affects future real economic activity (REA). We
propose a new international real business cycle (RBC) framework with a stochastic global …

A Novel Inverse Dea-Based Portfolio Optimization: Evidence from the Taiwan Stock Exchange

T KEHINDE, WA Khan, SH Chung - Available at SSRN 4700679 - papers.ssrn.com
This research presents a novel approach to portfolio optimization using inverse DEA. The
study uses a combination of a directional distance function DEA and a novel inverse DEA …

Financial Literacy: The Basics to Learn in High School

CJ Wisely - 2023 - digitalcommons.spu.edu
Humans are capable of not only understanding but operating with certain levels of autonomy
to prepare for future circumstances, a fact pivotal to many problems facing society in today's …