Risk premium plays an important role in stock investing. Experiments have shown that value stocks typically have a … stocks have a higher average return than growth stocks due to the higher overall risk. Furthermore, this study combined the … Support Vector Regression (SVR) algorithm with the risk premium theoretical framework for the forecasting model; consequently …

tail risk. The impact of the misalignment across the different dimensions of the ESG score is distinct from that of ESG … score level itself. Aggregate downside risk bears a negative price for firms with low ESG disparity. …