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Environmental, Social, and Governance (ESG) datasets are frequently plagued by significant data gaps, leading to inconsistencies in ESG ratings due to varying imputation methods. This paper explores the application of established machine…
In the evolving field of corporate sustainability, analyzing unstructured Environmental, Social, and Governance (ESG) reports is a complex challenge due to their varied formats and intricate content. This study introduces an innovative…
This paper explores key theoretical frameworks instrumental in understanding the relationship between sustainability and institutional investment decisions. The study identifies and analyzes various theories, including Behavioral Finance…
In this paper, we examine the materiality of ESG on country creditworthiness from a credit risk and fundamental analysis viewpoint. We first determine the ESG indicators that are most relevant when it comes to explaining the sovereign bond…
Environmental, Social, and Governance (ESG) principles are reshaping the foundations of global financial governance, transforming capital allocation architectures, regulatory frameworks, and systemic risk coordination mechanisms. However,…
Negative screening is one method to avoid interactions with inappropriate entities. For example, financial institutions keep investment exclusion lists of inappropriate firms that have environmental, social, and government (ESG) problems.…
Historical (Stressed-) Value-at-Risk ((S)VAR), and Expected Shortfall (ES), are widely used risk measures in regulatory capital and Initial Margin, i.e. funding, computations. However, whilst the definitions of VAR and ES are unambiguous,…
The rapid growth of sustainable investing, now exceeding 35 trillion USD globally, has transformed financial markets, yet the implications for monetary policy transmission remain underexplored. While existing literature documents…
We investigate the response of shareholders to Environmental, Social, and Governance-related reputational risk (ESG-risk), focusing exclusively on the impact of social media. Using a dataset of 114 million tweets about firms listed on the…
Sustainable Investing identifies the approach of investors whose aim is twofold: on the one hand, they want to achieve the best compromise between portfolio risk and return, but they also want to take into account the sustainability of…
Artificial Intelligence (AI) is a widely developed and adopted technology across entire industry sectors. Integrating environmental, social, and governance (ESG) considerations with AI investments is crucial for ensuring ethical and…
Statistical analysis of social networks provides valuable insights into complex network interactions across various scientific disciplines. However, accurate modeling of networks remains challenging due to the heavy computational burden and…
The Sustainable Development Goals (SDGs) were introduced by the United Nations in order to encourage policies and activities that help guarantee human prosperity and sustainability. SDG frameworks produced in the finance industry are…
Recently, environmental, social, and governance (ESG) has become an important factor in companies' sustainable development. Artificial intelligence (AI) is also a core digital technology that can create innovative, sustainable,…
This paper explores how AI-powered tools could be leveraged to streamline the process of identifying, screening, and analyzing relevant literature in academic research. More specifically, we examine the documented relationship between…
This chapter explores the convergence of two major developments: the rise of environmental, social, and governance (ESG) investing and the exponential growth of artificial intelligence (AI) technology. The increased demand for diverse ESG…
ESG-aware portfolio optimization is increasingly important for sustainable capital allocation, yet most learning-based methods still operationalize ESG by appending static scores to the policy observation or reward. This creates a mismatch…
As Artificial Intelligence (AI) becomes integral to business operations, integrating Responsible AI (RAI) within Environmental, Social, and Governance (ESG) frameworks is essential for ethical and sustainable AI deployment. This study…
The analysis of determinants of a company's financial performance has aroused significant attention, particularly, the environmental, social, and governance (ESG) has been the research focus in recent years. In addition to increasing…
Determining the sustainability impact of companies is a highly complex subject which has garnered more and more attention over the past few years. Today, investors largely rely on sustainability-ratings from established rating-providers in…