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US Corporate Complicity in China's Genocide : Creating Genocide-Free Portfolios

Hammond, Dennis R. - 2021

Environmental, social, and governance (ESG) standards avoid investments in companies complicit in modern slavery (PRI 2021, 4). Responsible investors have long recognized modern slavery, including forced labor, child labor, sweatshops, migrant worker abuses, human trafficking—and still more...

Persistent link: https://www.econbiz.de/10013322612

Understanding Regularization for Portfolio Construction

Lioui, Abraham - 2021

Regularization for portfolio construction is shown to be equivalent to combining the unconstrained portfolio with a long - short portfolio. The latter is not correlated with the unconstrained portfolio which leads the constrained portfolio to have a beta of one with respect to the unconstrained...

Persistent link: https://www.econbiz.de/10013226432

Risk discriminating portfolio optimization

Deshpande, Amit; Ertley, Brian; Lundin, Mark; Satchell, … - In: Quantitative finance 19 (2019) 2, pp. 177-185

Persistent link: https://www.econbiz.de/10012194647

Portfolio Decisions and Racial Discrimination

Bucciol, Alessandro; Papadovasilaki, Dimitra - 2022

and perceived discrimination, with a focus on racial-discrimination. We show that sensing racial discrimination has a much … bigger association with shaping portfolio decisions than any other type of discrimination. Perceived racial discrimination … discrimination reduces the probability of holding risky assets by 4.6%, and the amount of these holdings by 3.3%. Most of the …

Persistent link: https://www.econbiz.de/10013405966

Equity incentives, disclosure quality, and stock liquidity risk

Wruck, Karen H.; Wu, Yi Lin - 2017

We provide evidence that CEO equity incentives, especially stock options, influence stock liquidity risk via information disclosure quality. We document a negative association between CEO options and the quality of future managerial disclosure policy. Contributing to the literature on CEO...

Persistent link: https://www.econbiz.de/10011963233

A Tangled Tale of Training and Talent : PhDs in Institutional Asset Management

Chaudhuri, Ranadeb - 2017

Performance of investment products managed by firms in which PhDs play a key role is superior to the performance of products managed by otherwise similar firms. This relation is not a result of endogenous matching between firms and PhDs. Performance is related to training (the field of study)...

Persistent link: https://www.econbiz.de/10012973843