In this paper, we compare and contrast financial data science with econometrics and conclude that the former is inevitably interdisciplinary due to the numerous skill-sets needed within a competitive research team. The latter, in contrast, is firmly rooted in economics. Both areas are highly...

From a simple idea to unite asset owners in their quest for responsible investment (RI) at its launch in April 2006, the United Nations supported Principles for Responsible Investment (PRI) have grown in just one decade into an initiative with more than 1,500 fee paying signatories. Jointly, the...

From a simple idea to unite asset owners in their quest for responsible investment (RI) at its launch in April 2006, the United Nations supported Principles for Responsible Investment (PRI) have grown in just one decade into an initiative with more than 1500 fee-paying signatories. Jointly, the...

This paper examines the impact of the EU Taxonomy's non-climate environmental criteria on the corporate credit risk term structure. We focus on infrastructure firm-level credit risk transmitted through CDS with differential maturities (e.g., ten-year minus one-year) in relation to biodiversity,...

This dissertation abstract and reflection commentary present the work of Dr. Andrea Liesen. The dissertation examines the informational efficiency of financial markets to price the systematic risk stemming from climate change for European companies. The abstract provides an overview of the...