Probabilities of transitions among endogenous regimes in asset returns and environmental, social and governance scores
Roy Cerqueti, Carmine Da Fermo, Marco Nicolosi
| Year of publication: |
2025
|
|---|---|
| Authors: | Cerqueti, Roy ; Da Fermo, Carmine ; Nicolosi, Marco |
| Subject: | ESG scores | regimes for assets' returns | Shannon entropy | transition probabilities | Kapitaleinkommen | Capital income | Theorie | Theory | Entropie | Entropy | Kapitalmarktrendite | Capital market returns |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/bse.4011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015357372