12 citations · 22 across the 6 of their papers we have counts for
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q-fin.CP2022
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…
q-fin.PM2022★ 12 cited
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…