N°24-103: Fund-Level FX Hedging Redux
L. Bräuer, H. Hau
Working Papers
28. Nov. 2024
N°24-102: The Pricing of Asset-Backed Securities and Households' Pecking Order of Debt
R. Füss, D. Meyland, S. Morkoetter
Working Papers
28. Nov. 2024
N°24-101: Mean Reversion Trading on the Naphtha Crack
O. Scaillet, P. Bajgrowicz, B. Turquet
Working Papers
28. Nov. 2024
N°24-100: The Resilience of MDB Bonds to Credit Rating Downgrades
T. Kolasa, S. Ongena, C. Humphrey
Working Papers
28. Nov. 2024
N°24-99: Nothing to Hide? Gender and Age Differences in Willingness to Share Data
A. Fuster, O. Armantier, S. Doerr, J. Frost, K. Shue
Working Papers
27. Nov. 2024
N°24-98: A Profitable Day Trading Strategy for The U.S. Equity Market
A. Barbon, A. Aziz, C. Zarattini
Working Papers
27. Nov. 2024
N°24-97: Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)
A. Barbon, A. Aziz, C. Zarattini
Working Papers
27. Nov. 2024
N°24-96: Investor Activism and the Green Transition
E. Morellec, S. Gryglewicz, S. Mayer
Working Papers
27. Nov. 2024
N°24-95: Exploring Nature: Datasets and Models for Analyzing Nature-Related Disclosures
M. Leippold, C. Colesanti Senni, G. Gostlow, J.Ni, T. Schimanski, T. Yu
Working Papers
26. Nov. 2024
N°24-94: Towards Faithful and Robust LLM Specialists for Evidence-Based Question-Answering
M. Leippold, E. Ash, M. Kraus, J. Ni, T. Schimanski
Working Papers
26. Nov. 2024
N°24-93: Automated Fact-Checking of Climate Change Claims with Large Language Models
M. Leippold, J. Bingler, C. Colesanti-Senni, G. Gostlow, C. Huggel, J. Luterbacher, V. Muccione, J. Ni, T. Schimanski, D. Stammbach, S. A. Vaghefi, T. Wekhof, T. Yu
Working Papers
26. Nov. 2024
N°24-92: Combining AI and Domain Expertise to Assess Corporate Climate Transition Disclosures
M. Leippold, J. Bingler, C. Colesanti Senni, J. Ni, T. Schimanski
Working Papers
26. Nov. 2024
N°24-91: Harnessing AI to Assess Corporate Adaptation Plans on Alignment with Climate Adaptation and Resilience Goals
M. Leippold, N. Ranger, T. Schimanski, R. Spacey Martin
Working Papers
26. Nov. 2024
N°24-90: Using AI to Assess the Decision-Usefulness of Corporates’ Nature-related Disclosures
M. Leippold, C. Colesanti Senni, T. Manekar, T. Schimanski , S. A. Vaghefi
Working Papers
26. Nov. 2024
N°24-89: ClimRetrieve: A Benchmarking Dataset for Information Retrieval from Corporate Climate Disclosures
M. Leippold, J. Ni, N. Ranger, T. Schimanski, R. Spacey
Working Papers
26. Nov. 2024