12 citations · 45 across the 49 of their papers we have counts for
3 papers · 1 filter
Hedonic Models of Real Estate Prices: GAM and Environmental Factors
Jason R. Bailey, Davide Lauria, W. Brent Lindquist +2
We consider the use of P-spline generalized additive hedonic models for real estate prices in large U.S. cities, contrasting their predictive efficiency against linear and polynomi…
ESG-valued discrete option pricing in complete markets
Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev
We consider option pricing using replicating binomial trees, with a two fold purpose. The first is to introduce ESG valuation into option pricing. We explore this in a number of sc…
ESG-Valued Portfolio Optimization and Dynamic Asset Pricing
Davide Lauria, W. Brent Lindquist, Stefan Mittnik +1
ESG ratings provide a quantitative measure for socially responsible investment. We present a unified framework for incorporating numeric ESG ratings into dynamic pricing theory. Sp…