المؤلفون: Boucher, Christophe, Le Lann, Wassim, Matton, Stéphane, Tokpavi, Sessi

المساهمون: Université d'Orléans (UO), Laboratoire d'Économie d'Orleans 2022-. (LEO), Université d'Orléans (UO)-Université de Tours (UT)-Université Clermont Auvergne (UCA)

المصدر: https://hal.science/hal-04140193 ; 2024.

مصطلحات موضوعية: Backtesting, ESG ratings, Idiosyncratic realised volatility, Test of equal predictive power, Panel data, Consensus ESG ratings, [QFIN]Quantitative Finance [q-fin], [SHS]Humanities and Social Sciences, [STAT]Statistics [stat]

Relation: hal-04140193; https://hal.science/hal-04140193; https://hal.science/hal-04140193v3/document; https://hal.science/hal-04140193v3/file/ESG_Backtesting_Rev2_cleaned.pdf

الاتاحة: https://hal.science/hal-04140193
https://hal.science/hal-04140193v3/document
https://hal.science/hal-04140193v3/file/ESG_Backtesting_Rev2_cleaned.pdf

المؤلفون: Boucher, Christophe, Le Lann, Wassim, Matton, Stéphane, Tokpavi, Sessi

المساهمون: Université d'Orléans (UO), Laboratoire d'Économie d'Orleans 2022-. (LEO), Université d'Orléans (UO)-Université de Tours (UT)-Université Clermont Auvergne (UCA)

المصدر: https://hal.science/hal-04140193 ; 2023.

مصطلحات موضوعية: Backtesting, ESG ratings, Idiosyncratic realised volatility, Test of equal predictive power, Panel data, Consensus ESG ratings, [QFIN]Quantitative Finance [q-fin], [SHS]Humanities and Social Sciences, [STAT]Statistics [stat]

Relation: hal-04140193; https://hal.science/hal-04140193; https://hal.science/hal-04140193v2/document; https://hal.science/hal-04140193v2/file/ESG_Backtesting_03112023.pdf

الاتاحة: https://hal.science/hal-04140193
https://hal.science/hal-04140193v2/document
https://hal.science/hal-04140193v2/file/ESG_Backtesting_03112023.pdf

المؤلفون: Matton, Stéphane

المساهمون: EconomiX (EconomiX), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS), Université de Nanterre - Paris X, Christophe Boucher

المصدر: https://theses.hal.science/tel-04573943 ; Economics and Finance. Université de Nanterre - Paris X, 2024. English. ⟨NNT : 2024PA100013⟩.

مصطلحات موضوعية: Factors, Idiosyncratic risk, ESG, Correlations, Finance, Stress tests, Facteurs, Risque idiosyncratique, Corrélations, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: NNT: 2024PA100013; tel-04573943; https://theses.hal.science/tel-04573943; https://theses.hal.science/tel-04573943/document; https://theses.hal.science/tel-04573943/file/2024PA100013.pdf

الاتاحة: https://theses.hal.science/tel-04573943
https://theses.hal.science/tel-04573943/document
https://theses.hal.science/tel-04573943/file/2024PA100013.pdf

المؤلفون: Boucher, Christophe, Le Lann, Wassim, Matton, Stéphane, Tokpavi, Sessi

المصدر: Finance | Pub. aticipées | 2029-08-31 | p. I35-XLIV | 0752-6180

مصطلحات موضوعية: Test of equal predictive power, Consensus ESG ratings, Idiosyncratic realized volatility, Backtesting, ESG ratings, Panel data

الاتاحة: https://shs.cairn.info/revue-finance-2024-0-page-I35?lang=en