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q-fin.PM2022
Do diverse and inclusive workplaces benefit investors? An Empirical Analysis on Europe and the United States
Karoline Bax
As the COVID-19 pandemic restrictions slow down, employees start to return to their offices. Hence, the discussions on optimal workplaces and issues of diversity and inclusion have…
q-fin.PM2022
Vine Copula based portfolio level conditional risk measure forecasting
Emanuel Sommer, Karoline Bax, Claudia Czado
Accurately estimating risk measures for financial portfolios is critical for both financial institutions and regulators. However, many existing models operate at the aggregate port…