29/11/2024 Real & Alternative Assets Responsible Investment in Private Equity This article explores how responsible investing (RI) is shaping private equity (PE) practices, emphasizing governance and the industry's role in addressing...
14/11/2024 Portfolio Allocation Return Predictability, Expectations, and Investments: Experi... This paper proposes an experiment to understand why investors tend to adjust their portfolios insufficiently in response to changes in their own forecasts...
14/11/2024 Sustainable Finance Investor Concerns and the Pricing of Physical Climate Risk This study looks at how global equity markets price the physical climate risk associated with tropical cyclones.
4/10/2024 Portfolio Allocation Risk Factor, Risk Premium and Black-Litterman Model This study introduces an extension of the Black-Litterman model that allows views to be applied to risk factors rather than individual assets.
6/09/2024 Sustainable Finance An Introduction to Carbon Pricing This study provides an introduction to carbon pricing mechanisms through micro- and macro-based empirical analysis.
4/07/2024 Asset Pricing & Behavioural Finance Human-Robot Interactions in Investment Decisions This paper highlights the impact of human-robot interactions on investors' behaviour and risk-adjusted returns.
12/06/2024 Sustainable Finance About SDGs, reading the manual with NLP This paper aims to examine the SDGs' framework and question its implementation by companies.