Karoline Bax

Technische Universität München (TUM) - TUM School of Management

Freising

Germany

  • Technische Universität München (TUM) - TUM School of Management

SCHOLARLY PAPERS

12

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30

Scholarly Papers (12)

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1.

ESG, Risk, and (Tail) Dependence

Number of pages: 44 Posted: 18 May 2021 Last Revised: 19 Oct 2022
Karoline Bax, Özge Sahin, Claudia Czado and Sandra Paterlini
Technische Universität München (TUM) - TUM School of Management, Technische Universität München (TUM), Technische Universität München (TUM) - Department of Mathematics and University of Trento - Department of Economics and Management
Downloads 563 (100,635)
Citation 14

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ESG scores, Risk, Dependence, Tail dependence, Vine Copula models

2.

The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology

Global Finance Journal, Forthcoming
Number of pages: 25 Posted: 30 Jan 2022 Last Revised: 23 Sep 2022
Özge Sahin, Karoline Bax, Sandra Paterlini and Claudia Czado
Technische Universität München (TUM), Technische Universität München (TUM) - TUM School of Management, University of Trento - Department of Economics and Management and Technische Universität München (TUM) - Department of Mathematics
Downloads 405 (149,444)
Citation 6

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Corporate social responsibility, data-mining, data quality, ESG scores, risk, sustainability performance

3.

Which ESG Dimension Matters Most to Private Investors? An Experimental Study on Financial Decisions

Number of pages: 33 Posted: 21 Nov 2022
Matteo Benuzzi, Klaudijo Klaser and Karoline Bax
University of Trento, University of Trento and Technische Universität München (TUM) - TUM School of Management
Downloads 357 (171,898)

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ESG, sustainability, economic experiment; investor preferences; motivation; risk; uncertainty

4.

Do Lower ESG Rated Companies Have Higher Systemic Impact? Empirical Evidence from Europe and the United States

Number of pages: 30 Posted: 01 Jul 2022 Last Revised: 14 Nov 2022
Karoline Bax, Giovanni Bonaccolto and Sandra Paterlini
Technische Universität München (TUM) - TUM School of Management, University "Kore" of Enna and University of Trento - Department of Economics and Management
Downloads 333 (185,353)
Citation 4

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ESG, sustainability, systemic risks, CoVaR, financial stability

5.

Environmental, Social, Governance scores and the Missing pillar - Why does missing information matter?

Corporate Social Responsibility and Environmental Management
Number of pages: 27 Posted: 24 Jul 2021 Last Revised: 20 Jun 2022
Özge Sahin, Karoline Bax, Claudia Czado and Sandra Paterlini
Technische Universität München (TUM), Technische Universität München (TUM) - TUM School of Management, Technische Universität München (TUM) - Department of Mathematics and University of Trento - Department of Economics and Management
Downloads 319 (194,018)
Citation 5

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Disclosure, ESG investment, ESG methodology, missing data, sustainable finance, Value-at-Risk

6.

Chasing ESG performance: How Methodologies Shape Outcomes

Number of pages: 53 Posted: 20 Dec 2023 Last Revised: 04 Jan 2025
Matteo Benuzzi, Karoline Bax, Sandra Paterlini and Emanuele Taufer
University of Trento, Technische Universität München (TUM) - TUM School of Management, University of Trento - Department of Economics and Management and University of Trento - Department of Economics and Management
Downloads 297 (210,221)

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ESG scores, Normalization, Missingness, Refinitiv, ESG Rating Methodology

7.

Vine Copula Based Portfolio Level Conditional Risk Measure Forecasting

Number of pages: 24 Posted: 29 Aug 2022
Emanuel Sommer, Karoline Bax and Claudia Czado
Technische Universität München (TUM), Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - Department of Mathematics
Downloads 224 (277,704)

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Portfolio Risk estimation, Expected Shortfall, Vine Copulas, Sampling, ARMA-GARCH, Stress testing

8.

Spillovers in Europe: The Role of ESG

Number of pages: 31 Posted: 01 May 2023
Karoline Bax, Giovanni Bonaccolto and Sandra Paterlini
Technische Universität München (TUM) - TUM School of Management, University "Kore" of Enna and University of Trento - Department of Economics and Management
Downloads 142 (415,625)

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ESG, sustainability, systemic risks, network analysis, financial stability

9.

A generalized precision matrix for non-Gaussian multivariate distributions with applications to portfolio optimization

Number of pages: 34 Posted: 06 Apr 2022 Last Revised: 25 Oct 2023
Emanuele Taufer, Karoline Bax and Sandra Paterlini
University of Trento - Department of Economics and Management, Technische Universität München (TUM) - TUM School of Management and University of Trento - Department of Economics and Management
Downloads 111 (502,337)

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Generalized Precision Matrix, heavy tails, multivariate t distribution, multivariate skew-normal and skew-t distributions, minimum-variance portfolio

10.

Sustainability Transmission through Focal Nodes in Supply Chain Networks

Finance Research Letters, Forthcoming
Number of pages: 14 Posted: 31 Oct 2023
Karoline Bax, Sebastian Müller and Sandra Paterlini
Technische Universität München (TUM) - TUM School of Management, Technische Universität München (TUM) - TUM School of Management and University of Trento - Department of Economics and Management
Downloads 75 (643,089)
Citation 1

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Supply Chain, ESG, Sustainability, Customers, Suppliers

11.

Do Diverse and Inclusive Workplaces Benefit Investors? An Empirical Analysis on Europe and the United States

Number of pages: 13 Posted: 12 Sep 2022 Last Revised: 26 Feb 2023
Karoline Bax
Technische Universität München (TUM) - TUM School of Management
Downloads 69 (671,995)

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Diversity, Inclusion, D&I Score, Minimum Variance Portfolio

12.

Vine Copula Based Dependence Modeling in Sustainable Finance

Number of pages: 39 Posted: 08 Nov 2022
Claudia Czado, Karoline Bax, Özge Sahin, Thomas Nagler, Aleksey Min and Sandra Paterlini
Technische Universität München (TUM) - Department of Mathematics, Technische Universität München (TUM) - TUM School of Management, Technische Universität München (TUM), Ludwig Maximilian University of Munich (LMU) - Department of Statistics, Technische Universität München (TUM) - Department of Mathematics and University of Trento - Department of Economics and Management
Downloads 57 (737,486)

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Copulas, Vine Copulas, cross sectional and temporal dependence, ESG, sustainability PACS: 0000, 1111