The aim of this paper is to assess the effectiveness and risk in the stock exchange market in Central and Eastern … and the risk and investment effectiveness analysis in the stock exchange market in CEE with regard to NYSE2‑LSE‑HKSE2 … to investment risk, the stock exchanges in CEE, due to dynamic development, are improving their investment position with …

Both stock price synchronicity and crash risk are negatively related to the firm's ownership by dedicated institutional …-specific risk absorbed by managers, thereby leading to a lower R2. Moreover, institutional monitoring mitigates managerial bad …

transition risk. We provide sector-level, standardized and transparent coefficients for both estimates, based on definitions of … greenness and transition risk that are applicable across countries. We analyse the portfolios of Euro Area investors in 2020 … of Euro Area investors' portfolios is lower than their exposure to transition risk (1.3% vs. 5.5%). Across financial …

It is widely observed that primary commodity prices comove. A parallel literature asserts that correlation risk matters … for financial returns. Our novel study connects these topics and presents evidence that commodity correlation risk is both … non-constant and important for returns. We reconsider therefore the relationship between primary commodities, risk and …

contracts on standardized wine price indices in order to enhance market completeness and to address the risk management needs of …

risk and returns from a financial as well as a social impact perspective have so far been used in various fashions, thus … risk and increases sustainability. In addition, more and more investors demand ESG factors to be considered when it comes …

In this article, the authors present a conceptual framework named 'Adaptive Seriational Risk Parity' (ASRP) to extend … Hierarchical Risk Parity (HRP) as an asset allocation heuristic. The first step of HRP (quasi-diagonalization) determining the … most of the static tree-based alternatives of HRP outperform the single linkage clustering used in HRP on a risk …