Perceived health as human capital in entrepreneurial intention among people with disability
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model
This study investigates the potential benefits of using the Conditional Value at Risk (CVaR) portfolio optimization approach with a GARCH model, Extreme Value Theory (EVT), and Vine Copula to obtain the optimal allocation decision for a portfolio consisting of Bitcoin, gold, oil, and stock indice
Regulatory uncertainty and corporate social responsibility
Drawing upon the notion that the legal environment provides the conceptual and practical space in which corporate actions are deemed to be responsible (or not), we examine the effect of regulatory uncertainty on Corporate Social Responsibility (CSR) engagements.
Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict
Using the TYDL causality test, this paper attempts (i) to investigate the existence of shift contagion among a large spectrum of financial markets during recent stress and stress-free periods and (ii) to propose a new approach of portfolio management based on the minimization of the causal in- te