Benutzer: Gast  Login
Weniger Felder
Einfache Suche
Titel:

Vine copula based dependence modeling in sustainable finance

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Czado, Claudia; Bax, Karoline; Sahin, Özge; Nagler, Thomas; Min, Aleksey; Paterlini, Sandra
Abstract:
Climate change and sustainability have become societal focal points in the last decade. Consequently, companies have been increasingly characterized by non-financial information, such as environmental, social, and governance (ESG) scores, based on which companies can be grouped into ESG classes. While many scholars have questioned the relationship between financial performance and risks of assets belonging to different ESG classes, the question about dependence among ESG classes is still open. H...     »
Stichworte:
Copulas Vine copulas Cross sectional and temporal dependence ESG Sustainability
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
The Journal of Finance and Data Science
Jahr:
2022
Band / Volume:
8
Jahr / Monat:
2022-11
Quartal:
4. Quartal
Monat:
Nov
Seitenangaben Beitrag:
309-330
Sprache:
en
Volltext / DOI:
doi:10.1016/j.jfds.2022.11.003
Verlag / Institution:
Elsevier BV
E-ISSN:
2405-9188
Status:
Verlagsversion / published
Publikationsdatum:
01.11.2022
Semester:
WS 22-23
TUM Einrichtung:
Angewandte Mathematische Statistik
Format:
Text
 BibTeX