Celestijnenlaan 200B
Leuven, 3001
Belgium
KU Leuven
SSRN RANKINGS
in Total Papers Citations
CSR disclosure, climate change, disclosure regulation, textual analysis, annual reports
Coskewness, MSE, multiple targets, portfolio optimisation, shrinkage
Expected Shortfall, Distorted Risk Measure, Premium Principle, Optimal Reinsurance, Truncated Tail-Value-at-Risk , Value-at-Risk
Risk factor; Disclosure; Structural topic model; Industry; Prevalence; Informativeness
Breakdown value, High-dimensional data, Regularization, Robust covariance estimation
Higher-order multivariate moments; latent factor model; minimum distance estimation; risk assessment; structural equation modelling
Risk factor disclosure; Structural topic model; Materiality; Stock price informativeness
higher-order multivariate moments; latent factor model; minimum distance estimation; risk assessment; structural equation modelling