Rastin Matin

PFA Asset Management

Sundkrogsgade 4

Copenhagen, DK-2100

Denmark

  • PFA Asset Management

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 28,303

SSRN RANKINGS

Top 28,303

in Total Papers Downloads

3,699

TOTAL CITATIONS
Rank 18,015

SSRN RANKINGS

Top 18,015

in Total Papers Citations

100

Scholarly Papers (4)

Actions:
Email selected abstracts
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 3,344 (7,382)
Citation 98

Abstract:

Loading...

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

2.

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 194 (316,729)
Citation 2

Abstract:

Loading...

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

3.

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 121 (469,334)

Abstract:

Loading...

frailty models, corporate default models

4.

Arbitrage-Free Affine Autoencoder Term Structure Models

Number of pages: 12 Posted: 06 Jan 2025
Rastin Matin, Wenjie Wan and Rolf Poulsen
PFA Asset Management, Alpiq and University of Copenhagen - Department of Statistics and Operations Research
Downloads 40 (861,076)

Abstract:

Loading...

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