Analyzing the Impact of Carbon Risk on Firms' Creditworthiness in the Context of Rising Interest Rates.
- Published in:
- Risks, 2024, v. 12, n. 1, p. 16, doi. 10.3390/risks12010016
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- Publication type:
- Article
Works matching IS 22279091 AND DT 2024 AND VI 12 AND IP 1
Results: 16
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Maximum Pseudo-Likelihood Estimation of Copula Models and Moments of Order Statistics.
- Published in:
- Risks, 2024, v. 12, n. 1, p. 15, doi. 10.3390/risks12010015
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- Publication type:
- Article
3
Invariance of the Mathematical Expectation of a Random Quantity and Its Consequences.
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- Risks, 2024, v. 12, n. 1, p. 14, doi. 10.3390/risks12010014
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- Publication type:
- Article
4
Multivariate Spectral Backtests of Forecast Distributions under Unknown Dependencies.
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- Risks, 2024, v. 12, n. 1, p. 13, doi. 10.3390/risks12010013
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- Publication type:
- Article
5
A Hybrid Model for Forecasting Realized Volatility Based on Heterogeneous Autoregressive Model and Support Vector Regression.
- Published in:
- Risks, 2024, v. 12, n. 1, p. 12, doi. 10.3390/risks12010012
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- Publication type:
- Article
6
The Moderating Role of Corporate Governance in the Relationship between Leverage and Firm Value: Evidence from the Korean Market.
- Published in:
- Risks, 2024, v. 12, n. 1, p. 11, doi. 10.3390/risks12010011
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- Publication type:
- Article
7
Credibility Distribution Estimation with Weighted or Grouped Observations.
- Published in:
- Risks, 2024, v. 12, n. 1, p. 10, doi. 10.3390/risks12010010
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- Publication type:
- Article
8
Socially Responsible Investment Funds—An Analysis Applied to Funds Domiciled in the Portuguese and Spanish Markets.
- Published in:
- Risks, 2024, v. 12, n. 1, p. 9, doi. 10.3390/risks12010009
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- Publication type:
- Article
9
Centrality-Based Equal Risk Contribution Portfolio.
- Published in:
- Risks, 2024, v. 12, n. 1, p. 8, doi. 10.3390/risks12010008
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- Publication type:
- Article
10
Optimal Static Hedging of Variable Annuities with Volatility-Dependent Fees.
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- Risks, 2024, v. 12, n. 1, p. 7, doi. 10.3390/risks12010007
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- Publication type:
- Article
11
On the Use of Lehmann's Alternative to Capture Extreme Losses in Actuarial Science.
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- Risks, 2024, v. 12, n. 1, p. 6, doi. 10.3390/risks12010006
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- Publication type:
- Article
12
Gerber-Shiu Metrics for a Bivariate Perturbed Risk Process.
- Published in:
- Risks, 2024, v. 12, n. 1, p. 5, doi. 10.3390/risks12010005
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- Publication type:
- Article
13
Advancing the Use of Deep Learning in Loss Reserving: A Generalized DeepTriangle Approach.
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- Risks, 2024, v. 12, n. 1, p. 4, doi. 10.3390/risks12010004
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- Publication type:
- Article
14
Simulation of Dynamic Performance of DeFi Protocol Based on Historical Crypto Market Behavior.
- Published in:
- Risks, 2024, v. 12, n. 1, p. 3, doi. 10.3390/risks12010003
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- Publication type:
- Article
15
Board Response to Transnational Regulation on Corporate Governance: A Case Study on EU Banking Regulation.
- Published in:
- Risks, 2024, v. 12, n. 1, p. 2, doi. 10.3390/risks12010002
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- Publication type:
- Article
16
Equity Price Dynamics under Shocks: In Distress or Short Squeeze.
- Published in:
- Risks, 2024, v. 12, n. 1, p. 1, doi. 10.3390/risks12010001
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- Publication type:
- Article