Measuring Sustainability with AI

W Jiang, M Wang, B Yang - Artificial Intelligence, Finance, and …, 2024 - Springer
Measuring the ESG exposure and performance of companies is crucial in the realm of
climate finance and the sustainable economy. Various stakeholders, including retail and …

Style Switching and Asset Pricing

H Wang - Available at SSRN 4686997, 2024 - papers.ssrn.com
This paper proposes a derivation of style demand (Barberis and Shleifer, 2003) and
examines its implications for return autocorrelations. When investors exhibit characteristics …