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Crashes : symptoms, diagnoses and remedies

Ausloos, Marcel; Ivanova, Kristinka; Van de Walle, Nicolas - In: Empirical science of financial fluctuations : the …, (pp. [62]-76). 2002

Persistent link: https://www.econbiz.de/10001679234

On world religion adherence distribution evolution

Ausloos, Marcel; Petroni, Filippo - In: Econophysics approaches to large-scale business data …, (pp. 289-312). 2010

Persistent link: https://www.econbiz.de/10008701513

The impact of the global crisis on SME internal vs. external financing in China

He, Shixue; Ausloos, Marcel - In: Banking and finance review 9 (2017) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011920919

Forecasting macroeconomic fundamentals in economic crises

Bovi, Maurizio; Cerqueti, Roy - In: Operations research confronting the crisis, (pp. 451-469). 2016

Persistent link: https://www.econbiz.de/10011589832

ESG Investmenting : A Chance to Reduce Systemic Risk

Cerqueti, Roy - 2020

We consider a network of equity mutual funds characterized by different levels of compliance with Environmental, Social, and Governance (ESG) aspects. We measure the impact of portfolio liquidation in a stress scenario on funds with different ESG rates. Fire sales spillover from portfolio...

Persistent link: https://www.econbiz.de/10012830697

The Resilience of the Socially Responsible Investment Networks

Cerqueti, Roy - 2020

A network model is introduced and developed to compare portfolios of funds which are high ranked in Environmental Social and Governance (ESG) aspects with those with a poor ESG compliance. The nodes in the network represent funds and the edges are weighted on the basis of the capitalization due...

Persistent link: https://www.econbiz.de/10012830861