Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter? Ö Sahin, K Bax, C Czado, S Paterlini Corporate Social Responsibility and Environmental Management 29 (5), 1782-1798, 2022 | 46* | 2022 |
ESG, Risk, and (tail) dependence K Bax, Ö Sahin, C Czado, S Paterlini International Review of Financial Analysis, 2023 | 43 | 2023 |
The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology Ö Sahin, K Bax, S Paterlini, C Czado Global Finance Journal, 2022 | 27 | 2022 |
Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States K Bax, G Bonaccolto, S Paterlini Corporate Social Responsibility and Environmental Management 30 (3), 1406-1420, 2023 | 11 | 2023 |
Vine copula based dependence modeling in sustainable finance C Czado, K Bax, Ö Sahin, T Nagler, A Min, S Paterlini The Journal of Finance and Data Science 8, 309-330, 2022 | 10 | 2022 |
Which ESG+ F dimension matters most to retail investors? An experimental study on financial decisions and future generations M Benuzzi, K Klaser, K Bax Journal of Behavioral and Experimental Finance 41, 100882, 2024 | 5 | 2024 |
Do diverse and inclusive workplaces benefit investors? An Empirical Analysis on Europe and the United States K Bax Finance Research Letters 52, 103509, 2023 | 5 | 2023 |
Do Lower ESG Rated Companies Have Higher Systemic Impact? Empirical Evidence from Europe and the United States K Bax, G Bonaccolto, S Paterlini Corporate Social Responsibility and Environmental Management, 2022 | 5 | 2022 |
Which ESG dimension matters most to private investors? An experimental study on financial decisions M Benuzzi, K Klaser, K Bax An Experimental Study on Financial Decisions (October 31, 2022), 2022 | 5 | 2022 |
Environmental social governance information and disclosure from a company perspective: a structured literature review. K Bax, S Paterlini International Journal Business Performance Management 23 (3), 304–322, 2022 | 5 | 2022 |
Spillovers in Europe: The role of ESG K Bax, G Bonaccolto, S Paterlini Journal of Financial Stability, 101221, 2024 | 2 | 2024 |
Sustainability transmission through focal nodes in supply chain networks K Bax, S Müller, S Paterlini Finance Research Letters 58, 104476, 2023 | 1 | 2023 |
Vine Copula based portfolio level conditional risk measure forecasting E Sommer, K Bax, C Czado Econometrics & Statistics, 2023 | 1 | 2023 |
A generalized precision matrix for t-Student distributions in portfolio optimization K Bax, E Taufer, S Paterlini arXiv preprint arXiv:2203.13740, 2022 | 1 | 2022 |
Chasing ESG Performance: Revealing the Impact of Refinitiv's Scoring System M Benuzzi, K Bax, S Paterlini, E Taufer Available at SSRN 4662257, 2024 | | 2024 |
Environmental, social, and governance factor and financial returns: what is the relationship? Investigating environmental, social, and governance factor models K Bax, E Broccardo, S Paterlini Current Opinion in Environmental Sustainability 66, 101398, 2024 | | 2024 |
A generalized precision matrix for non-Gaussian multivariate distributions with applications to portfolio optimization E Taufer, K Bax, S Paterlini Available at SSRN 4063255, 2023 | | 2023 |
Essays in Sustainable Finance K Bax Università degli studi di Trento, 2023 | | 2023 |