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Articles 1 - 8 of 8
Full-Text Articles in Finance and Financial Management
The Effect Of Sustainability Information Disclosure On The Cost Of Equity Capital: An Empirical Analysis Based On Gartner Top 50 Supply Chain Rankings, Lingyu Li, Xianrong Zheng, Shuxi Wang
The Effect Of Sustainability Information Disclosure On The Cost Of Equity Capital: An Empirical Analysis Based On Gartner Top 50 Supply Chain Rankings, Lingyu Li, Xianrong Zheng, Shuxi Wang
Information Technology & Decision Sciences Faculty Publications
While disclosing financial information has been widely proved to reduce the financing cost of a company, the impact of non-financial information, such as sustainability information, disclosing on the financing cost of the company is still in debate. The goal of this paper is to explore the impact of disclosing sustainability-related information on the cost of equity for firms. The paper first introduces the concept of sustainability information disclosure, and then exhibits its benefit through exploring its impact on reducing a firm’s financing cost. It uses the Gartner supply chain top 50 rankings to construct the experiment environment to test for …
How Do Sustainability Stakeholders Seize Climate Risk Premia In The Private Cleantech Sector, Lingyu Li, Xianrong Zheng
How Do Sustainability Stakeholders Seize Climate Risk Premia In The Private Cleantech Sector, Lingyu Li, Xianrong Zheng
Information Technology & Decision Sciences Faculty Publications
This paper explores the strategies and practices of capturing climate risk premia for venture capital (VC) fund managers and entrepreneurs in the private cleantech sector. It also examines the impact of the feed-in tariffs (FITs) policy on the management of cleantech investments. It is shown that a longer investment period, less investment capital in cleantech investment management strategies, and optimistic climate risk management practices will help investors to better capture climate risk premia. In fact, the FITs policy will give rise to VC fund managers and entrepreneurs having a positive view regarding the prospects of the cleantech sector, motivating them …
Cybersecurity In Fintech Companies, Efstratios Zouros
Cybersecurity In Fintech Companies, Efstratios Zouros
Cybersecurity Undergraduate Research Showcase
Have you recently accessed your bank account online? Have you accessed any financial instrument through your computer or your mobile device? If you are reading this, chances are you have. Every time you utilize those services, you ultimately put your trust in the financial institutions that offer them. You trust that they can securely keep your private information, while also keeping your savings safe. Ultimately, there is a certain dependability and trust in financial institutions that have been present on earth before most of us.
Understanding The Effectivity And Increased Reliance Of Credit Risk Machine Learning Models In Banking, Grishma Baruah
Understanding The Effectivity And Increased Reliance Of Credit Risk Machine Learning Models In Banking, Grishma Baruah
Cybersecurity Undergraduate Research Showcase
Credit risk analysis and making accurate investment and lending decisions has been a challenge for the financial industry for many years, as can be seen with the 2008 financial crisis. However, with the rise of machine learning models and predictive analytics, there has been a shift to increased reliance on technology for determining credit risk. This transition to machine learning comes with both advantages, such as potentially eliminating human error and assumptions from lending decisions, and disadvantages, such as time constraints, data usage inabilities, and lack of understanding nuances in machine learning models. In this paper, I look at four …
A Monte-Carlo Analysis Of Monetary Impact Of Mega Data Breaches, Mustafa Canan, Omer Ilker Poyraz, Anthony Akil
A Monte-Carlo Analysis Of Monetary Impact Of Mega Data Breaches, Mustafa Canan, Omer Ilker Poyraz, Anthony Akil
Engineering Management & Systems Engineering Faculty Publications
The monetary impact of mega data breaches has been a significant concern for enterprises. The study of data breach risk assessment is a necessity for organizations to have effective cybersecurity risk management. Due to the lack of available data, it is not easy to obtain a comprehensive understanding of the interactions among factors that affect the cost of mega data breaches. The Monte Carlo analysis results were used to explicate the interactions among independent variables and emerging patterns in the variation of the total data breach cost. The findings of this study are as follows: The total data breach cost …
Improving Stock Trading Decisions Based On Pattern Recognition Using Machine Learning Technology, Yaohu Lin, Shancun Liu, Haijun Yang, Harris Wu, Bingbing Jiang
Improving Stock Trading Decisions Based On Pattern Recognition Using Machine Learning Technology, Yaohu Lin, Shancun Liu, Haijun Yang, Harris Wu, Bingbing Jiang
Information Technology & Decision Sciences Faculty Publications
PRML, a novel candlestick pattern recognition model using machine learning methods, is proposed to improve stock trading decisions. Four popular machine learning methods and 11 different features types are applied to all possible combinations of daily patterns to start the pattern recognition schedule. Different time windows from one to ten days are used to detect the prediction effect at different periods. An investment strategy is constructed according to the identified candlestick patterns and suitable time window. We deploy PRML for the forecast of all Chinese market stocks from Jan 1, 2000 until Oct 30, 2020. Among them, the data from …
How Ceo Wealth Affects The Riskiness Of A Firm, Sonik Mandal, Charlie Swartz, Sanjib Guha, Carl B. Mcgowan Jr.
How Ceo Wealth Affects The Riskiness Of A Firm, Sonik Mandal, Charlie Swartz, Sanjib Guha, Carl B. Mcgowan Jr.
Finance Faculty Publications
The objective of this paper is to analyze the relationship between the ownership level of managers and the risk averse behavior of the firm. We measure the ownership level of the managers by the ratio of their ownership of the company relative to their total wealth for a sample of 69 individuals from the Forbes 400 list of the wealthiest individuals in the world for the period from 2001-11 using an unbalanced panel data analysis. The dependent variable is the Altman Z-score of each firm and we further test these relationships using financial leverage. The independent variables are delta and …
2017 Costliest Year Ever For Weather-Related Disasters, Betsy Hnath
2017 Costliest Year Ever For Weather-Related Disasters, Betsy Hnath
News Items
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