Distributionally robust optimization: A review
H Rahimian, S Mehrotra - arXiv preprint arXiv:1908.05659, 2019 - arxiv.org
The concepts of risk-aversion, chance-constrained optimization, and robust optimization
have developed significantly over the last decade. Statistical learning community has also …
have developed significantly over the last decade. Statistical learning community has also …
Recent advances in reinforcement learning in finance
The rapid changes in the finance industry due to the increasing amount of data have
revolutionized the techniques on data processing and data analysis and brought new …
revolutionized the techniques on data processing and data analysis and brought new …
Is there a green fund premium? Evidence from twenty seven emerging markets
The popularity of green energy-based investments has spurred, notably during the last
decade. This is mainly due to the positive socio-economic externalities and an increase in …
decade. This is mainly due to the positive socio-economic externalities and an increase in …
Alternative investments in the Fintech era: The risk and return of Non-Fungible Token (NFT)
Our study highlights the NFT rarity as a key determinant of price premium in the cross-
section. Moreover, well-connected investors, who establish their central positions in the NFT …
section. Moreover, well-connected investors, who establish their central positions in the NFT …
Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone
Renewable energy sources have significant socio-economic benefits. Usually, the
investment in such ventures is financed by the states. However, the growing scale warrants …
investment in such ventures is financed by the states. However, the growing scale warrants …
Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach
Socially responsible investment (SRI) is becoming increasingly popular in China, with the
announcement of carbon dioxide peaking by 2030 and carbon neutrality by 2060 (30–60 …
announcement of carbon dioxide peaking by 2030 and carbon neutrality by 2060 (30–60 …
Green investments: a luxury good or a financial necessity?
This study examines the diversification and hedging benefits of green investments for
conventional stock portfolios in the context of the recent COVID-19 pandemic. While the …
conventional stock portfolios in the context of the recent COVID-19 pandemic. While the …
The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing
This paper analyses the risk-adjusted performance of Islamic and conventional equity funds
during the COVID-19 pandemic. We show that Islamic equity funds demonstrated …
during the COVID-19 pandemic. We show that Islamic equity funds demonstrated …
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement
I Monasterolo, L De Angelis - Ecological Economics, 2020 - Elsevier
It is increasingly recognized that a transition to sustainable finance is crucial to scale up the
low-carbon investments needed to achieve the global climate targets. A main barrier to …
low-carbon investments needed to achieve the global climate targets. A main barrier to …
Human capital efficiency and equity funds' performance during the COVID-19 pandemic
The paper investigates the impact of human capital efficiency (HCE) on equity funds'
performance during three stages of the COVID-19 pandemic. We collected data for 799 …
performance during three stages of the COVID-19 pandemic. We collected data for 799 …