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Sustainable supply chain management in a global context: a consistency analysis in the textile industry between environmental management practices at company level and sectoral and global environmental challenges.
(Springer, 2020-05-08)
In a global context, it is crucial to measure and report the corporate sustainability impacts taking into account what is happening along the whole supply chains. The objective of this study is to analyze whether environmental ...
Forecasting multiple-term structures from interbank rates
(Elsevier, 2018-02)
The classic relationship between deposit rates and interest rate derivatives has been fractured since August 2007. Uncertainty in the interbank money market has increased the risk premia differentials on unsecured deposit ...
Explaining local governments' cost efficiency: Controllable and uncontrollable factors
(Elsevier, 2020-05)
Efficient and effective management of public resources is essential at all levels of government. This issue has gained momentum due to the strains that affected public sector finances after the onset of the 2007/08 crisis ...
Can environmental, social, and governance rating agencies favor business models that promote a more sustainable development?
(Wiley, 2019)
The development of sustainable finance favors the appearance of environmental, social, and governance (ESG) rating agencies as providers of ESG information and tools for measuring the contribution of companies to sustainable ...
Mutual fund performance attribution and market timing using portfolio holdings
(Elsevier, 2018-09)
We propose a novel performance attribution model for equity fund portfolios. The model analyses investment decisions based on portfolio holdings and measures the value added from different sources of performance such as ...
Corporate Governance as a Key Driver of Corporate Sustainability in France: The Role of Board Members and Investor Relations
(Springer, 2018-04)
This paper examines the relationships between corporate governance and corporate sustainability by focusing on two main components of companies’ governance structure: boards of directors (BoDs) and investor relations ...
Determinants of pension plan fees in Spain
(Taylor & Francis, 2009)
Pension plans and funds represent a substantial part of the welfare systems in both Europe and Spain. One of the most important factors in the choice of a plan or fund is the performance it obtains. In view of the influence ...
Decentralization and efficiency of local government
(Springer-Verlag, 2010)
This study analyzes the links between efficiency and the decentralization of power in Spanish local governments for the years 1995 and 2000. To this end, we carried out a two-stage activity analysis in which the performance ...
Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
(Pageant Media Ltd, 2020-09-20)
This article evaluates the usefulness of high-frequency data in optimal portfolio choice. The authors use a comprehensive list of major stock indexes and different frequencies of observations. Furthermore, they consider ...
Pricing factors in multiple-term structures from interbank
(Elsevier, 2019-03)
This article analyzes the reward for the risk embedded in interbank derivatives, seeking to characterize the size and economic sources of the components of this risk premium in interbank spread quotes. The basis swap (BS) ...