The most common models to assess asset returns are a linear combination of risk factors.
We have employed tree-based machine learning algorithms to capture nonlinearities and …

In this article, the authors show that variables from the Global Database of Events,
Language, and Tone convey significant information that can improve on a purely …

This research project aims at estimating financial risks related to climate change. Beyond the
applications and quantitative findings, the main objective of the chapters of this thesis is to …

The integration of Environmental, Social, and Governance (ESG) principles into smart
logistics represents a transformative approach to supply chain management, offering …

This article is a 360-degree analysis of the growth investment concept. Academics generally
circumscribed it to a mere anti-value status. We show that growth-oriented stocks not only …

In this research, we show that variables from the Global Database of Events, Language and
Tone (GDELT) convey significant informational content that can improve on a purely …

Sažetak Uvažavanje ekoloških, društvenih i upravljačkih čimbenika (ESG) u korporativnom
poslovanju pojava je koja se naglašeno proširila u posljednjem desetljeću, uslijed …

In this article, we investigate the role of Unemployment-U in the context of Environmental,
Social and Governance-ESG model at World Level. We use data from 193 countries in the …

Este proyecto de investigación desarrolla un modelo de optimización, mediante el cual se
integran factores ESG en el proceso de inversión de una institución financiera. Mediante el …

Este proyecto de investigación desarrolla un modelo de optimización, mediante el cual se
integran factores ESG en el proceso de inversión de una institución financiera. Mediante el …