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ESG, ESG sentiment, ESG materiality, SASB, SDG, multi-factor models, NLP
Convexity, co-skewness, higher-moment CAPM, time-varying moments, volatility, asset pricing, stock returns, equity strategy.
ESG, Sovereign risk, debt, bond yield, credit spread
Value, risk factor, risk premium, factor investing, valuation, deep value, inflation, interest rates, ESG, carbon risk
macroeconomics, narrative economics, FRED, GDELT project, natural language processing, sentiment, financial markets
biodiversity, ecosystems services, ESG, asset pricing, corporate bonds, corporate sustainability, natural language processing, event studies, food security.
ESG, environmental, social, governance, asset pricing, active management, factor investing, COVID-19, feature extraction, machine learning
ESG, environmental, social, governance, ESG scoring, ESG rating, asset pricing, active management
Macroeconomics, economic growth, ESG, extra-financial, Granger causality, VAR modeling, PVAR, Panel data
Equal Risk Contribution, Risk Parity, Smart Beta, Risk Measure, Risk-Based Indexing
Factor investing, low-volatility anomaly, interest rates, yield curve, monetary regimes
Equal Risk Contribution, Yield Curve, Risk Parity, Smart Beta, Risk Measure, Risk-Based Indexing, Sovereign Bonds, Term Structure
Sustainable Development Goals (SDGs), Natural Language Processing (NLP), Large Language Models (LLM), SDG17, Foreign Direct Investments (FDIs), news analytics, financing developing economies JEL Classification: C8
net zero, clean technologies, critical raw materials, critical minerals, natural language processing, NLP, large language models, LLMs, information virality
fundamental indexing, alternative corporate bond index, solvency criteria, market efficiency
