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Rastin Matin

PFA Asset Management

Sundkrogsgade 4

Copenhagen, DK-2100

Denmark

  • PFA Asset Management

SCHOLARLY PAPERS

4

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Top 27,766

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4,582

TOTAL CITATIONS
Rank 15,786

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Top 15,786

in Total Papers Citations

122

Scholarly Papers (4)

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1.

Dissecting Climate Risks: Are they Reflected in Stock Prices?

Number of pages: 70 Posted: 03 Mar 2021 Last Revised: 08 Apr 2023
Renato Faccini, Rastin Matin, George S. Skiadopoulos and George S. Skiadopoulos
Danmarks Nationalbank, PFA Asset Management and University of Piraeus - Department of Banking and Financial ManagementQueen Mary, University of London, School of Economics and Finance
Downloads 3,896 (7,053)
Citation 120

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Physical and transition climate risks, Latent Dirichlet Allocation, Cross-section of stock returns, Textual analysis

2.

Affine-Inspired Encoder-Decoder Models for Risk-Neutral Term Structure Modeling

Number of pages: 17 Posted: 06 Jan 2025 Last Revised: 28 Jul 2025
Rastin Matin, Wenjie Wan and Rolf Poulsen
PFA Asset Management, affiliation not provided to SSRN and University of Copenhagen - Department of Statistics and Operations Research
Downloads 335 (232,793)

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autoencoder, yield curve modelling, no-arbitrage condition, swap curve

3.

Can Machine Learning Models Capture Correlations in Corporate Distresses?

Number of pages: 32 Posted: 18 Nov 2018 Last Revised: 13 Jul 2019
Benjamin Christoffersen, Rastin Matin and Pia Mølgaard
Copenhagen Business School - Department of Finance, PFA Asset Management and National Bank of Denmark
Downloads 221 (346,707)
Citation 2

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corporate default prediction, discrete hazard models, frailty models, gradient boosting

4.

Modeling Frailty Correlated Defaults With Multivariate Latent Factors

Number of pages: 24 Posted: 14 Mar 2019 Last Revised: 11 Jul 2019
Benjamin Christoffersen and Rastin Matin
Copenhagen Business School - Department of Finance and PFA Asset Management
Downloads 130 (558,171)

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frailty models, corporate default models