2024 June - 19 articles
The objective of this paper is to pursue an intuitive idea: for a consumer who represents an “unfavorable” health risk but an “excellent risk” as a driver, a multi-peril policy could be associated with a reduced selection effo...
The purpose of this paper was to reveal the influence of the support of the sustainable development goals (SDGs) on the financial risks of responsible universities in Russia. This paper fills the gap in the literature that exists regarding the unknow...
This study analyzes the impact of knowledge capital (KC), a key element of firms’ innovation and competitiveness, on stock returns during economic crises when sustainable competitiveness becomes particularly important. We analyze the impact of...
In recent decades, the importance of transport and logistics companies has increased considerably, especially for Lithuania, where this sector is on the rise and creating benefits for various users. Therefore, this study aims to analyse the economic&...
Prior research document a positive association between analyst coverage and R&D. However, they do not investigate what particular attribute of R&D leads to this positive association. In this study we aim to fill the gap in the extant literatu...
The Danish fire loss dataset records commercial fire losses under three insurance coverages: building, contents, and profits. Existing research has primarily focused on the heavy-tail behaviour of the losses but ignored the relationship among differe...
Previous research predicts an increasing financial deficit in Algeria’s PAYG retirement system, mainly due to rapid population aging, and parametric adjustments will be insufficient to alleviate this imbalance. Mitigating the effects of populat...
Expected utility theory is critical for modeling rational decision making under uncertainty, guiding economic agents as they seek to optimize outcomes. Traditional methods often require restrictive assumptions about underlying stochastic processes, l...
This bibliometric study explores the cryptocurrency accounting (CA) literature and the connections between authors, institutions, and countries where cryptocurrency activity involves transactions that must be legally recognized in accounting, ensure...
Understanding how price-volume information determines future price movement is important for market makers who frequently place orders on both buy and sell sides, and for traders to split meta-orders to reduce price impact. Given the complex non-line...
The development of health indicators to measure healthy life expectancy (HLE) is an active field of research aimed at summarizing the health of a population. Although many health indicators have emerged in the literature as critical metrics in public...
Corporate indebtedness is a powerful tool in determining a company’s financial health with impacts on its image and reputation. The main objective of this research is to study the determining factors in corporate indebtedness in Portugal. It al...
The purpose of this study was to examine the key determinants of corporate governance in selected financial institutions. Using South African financial institutions as a unit of analysis, namely insurance companies and banks, the study employed a pan...
The valuation of banks is inherently complicated because of the uncertainties arising from their information opaqueness and inherent risks. Unlike non-banking firms, banks require specialised equity-side valuation approaches. This study addresses a g...
The Sharpe ratio is a widely used tool for assessing investment strategy performance. An essential part of investing involves creating an appropriate portfolio by determining the optimal weights for desired assets. Before constructing a portfolio, se...
This research explores the integration of artificial intelligence (AI) and the Internet of Things (IoT) within corporate social responsibility (CSR) strategies, focusing on financial risk management and sustainable development. Employing a novel Coev...
Commodity price co-movements significantly impact investment decisions. High correlations constrain portfolio diversification and limit risk mitigation potential. While international markets often exhibit strong price linkages, understanding national...
Given the computational challenges associated with valuing large variable annuity (VA) portfolios, a variety of data mining frameworks, including metamodeling and active learning, have been proposed in recent years. Active learning, a promising alter...
We extend recurrent neural networks to include several flexible timescales for each dimension of their output, which mechanically improves their abilities to account for processes with long memory or highly disparate timescales. We compare the abilit...
