“... we construct a novel factor to measure the aggregate physical climate risk in the financial market and discuss its applications, including the assessment of insurers’ exposure to climate risk and the expected capital shortfall of insurers under climate stress scenarios.”
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Voir tout“As analysts are primary recipients of these reports, we investigate whether and how analyst forecast properties have changed following...
This study proposes a new method for detecting insider trading. The method combines principal component analysis (PCA) with random forest...
Cyber risk classifications often fail in out-of-sample forecasting despite their in-sample fit. Dynamic, impact-based classifiers...
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