A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
ChatGPT scores corporate investment plans, predicting future spending and returns.
Visualizes board connections for socially responsible investing insights.
In this paper Portfolio Optimization techniques were used to determine the most favorable investment portfolio. In particular, stock indices of three companies, namely Microsoft Corporation, Christian Dior Fashion House and Shevron Corporation were evaluated. Using this data the amounts invested in each asset when a po…
This paper reviews digital transformation research from 2011-2024, focusing on corporate finance.
Model predicts activist fund targets with 78.2% accuracy.
Corporate venture capital is in the midst of a renaissance. The end of 2015 marked all-time highs both in the number of corporate firms participating in VC deals and in the amount of capital being deployed by corporate VCs. This paper explores, rather than defines, how these firms find success in the wake of this sudde…
CCR-CNN uses CNN to predict corporate credit ratings from financial data.
The VIX is used to model corporate bond volatility and returns.
CAI automates extraction and validation of corporate GHG emission metrics.
Multinational corporations use highly complex structures of parents and subsidiaries to organize their operations and ownership. Offshore Financial Centers (OFCs) facilitate these structures through low taxation and lenient regulation, but are increasingly under scrutiny, for instance for enabling tax avoidance. Theref…
Digital transformation boosts corporate financial asset allocation, especially short-term.
QCML improves bond similarity learning in illiquid markets.
This article deals with the problem of optimal allocation of capital to corporate bonds in fixed income portfolios when there is the possibility of correlated defaults. Using a multivariate normal Copula function for the joint default probabilities we show that retaining the first few moments of the portfolio default l…
In this paper, we study an optimal excess-of-loss reinsurance and investment problem for an insurer in defaultable market. The insurer can buy reinsurance and invest in the following securities: a bank account, a risky asset with stochastic volatility and a defaultable corporate bond. We discuss the optimal investment …
Study measures investment funds' climate transition risk, finds moderate losses.
System constructs public competitor graph from financial reports.
Corporate governance struggles to curb fraud in a globalized economy.
We derive simple return models for several classes of bond portfolios. With only one or two risk factors our models are able to explain most of the return variations in portfolios of fixed rate government bonds, inflation linked government bonds and investment grade corporate bonds. The underlying risk factors have nat…
The relationship between international trade and foreign direct investment (FDI) is one of the main features of globalization. In this paper we investigate the effects of FDI on trade from a network perspective, since FDI takes not only direct but also indirect channels from origin to destination countries because of f…
Policy shifts between Trump and Biden impact ESG investments, creating volatility.
Machine learning predicts greenhouse gas emissions for undisclosed companies.
The study improves stock market valuation using volatility and earnings data.
One unexamined assumption in foreign ownership regulation is the notion that majority voting rights translate to 'effective control'. This assumption is so deeply entrenched in foreign investments law that possession of majority voting rights can determine the nationality of a corporation and its capacity to engage in …
Out of the companies, Dolby is the company with the best overall financial and operation health. According to the table that accounted its financial statements for the past three years, Dolby has stable profit margins that generates a revenue in the billions, the only company in ten figures. Corporate competition to ga…
The basic financial purpose of corporation is creation of its value. Liquidity management should also contribute to realization of this fundamental aim. Many of the current asset management models that are found in financial management literature assume book profit maximization as the basic financial purpose. These boo…
Diffusion in a linear potential in the presence of position-dependent killing is used to mimic a default process. Different assumptions regarding transport coefficients, initial conditions, and elasticity of the killing measure lead to diverse models of bankruptcy. One "stylized fact" is fundamental for our considerati…
The paper presents a practical method for evaluating investment projects using real options.
Equity risk premium is a central component of every risk and return model in finance and a key input to estimate costs of equity and capital in both corporate finance and valuation. An article by Damodaran examines three broad approaches for estimating the equity risk premium. The first is survey based, it consists in …
The study examines how board diversity and CSR committee composition affect corporate governance and financial performance.
Paper proposes deep learning model for dynamic stock repurchase forecasting.
This paper investigates dividend optimization of an insurance corporation under a more realistic model which takes into consideration refinancing or capital injections. The model follows the compound Poisson framework with credit interest for positive reserve, and debit interest for negative reserve. Ruin occurs when t…
The paper addresses dynamic capital structure models with defaultable debt, proving existence and uniqueness.
Study shows corporate governance improves stock liquidity with noise traders' participation.
Framework integrates financial and annual report data for better corporate credit ratings.
Study finds it hard to establish common factor pricing in corporate bonds.
Study finds corporate boards with women appoint more women, leading to better profitability.
India is ranked as the third most attractive nation for retail investment among emerging markets and many MNCs have been looking for the potential benefits to be taken from it. The development of organized retail has the potential of generating employment, improvement in technology, development of real estate etc. On t…
Pricing formulae for defaultable corporate bonds with discrete coupons under consideration of the government taxes in the united model of structural and reduced form models are provided. The aim of this paper is to generalize the comprehensive structural model for defaultable fixed income bonds (considered in [1]) into…
Simple model uses time series momentum to outperform benchmarks in equity and bond markets.
Study examines UK firms' financial performance linked to corporate governance.
We consider the relationship between economic activity and intervention, including monetary and fiscal policy, using a universal dynamic framework. Central bank policies are designed for growth without excess inflation. However, unemployment, investment, consumption, and inflation are interlinked. Understanding dynamic…
Large corporate credit models may be adapted for small business risk assessment.
Stochastic model for pension insurer assets and liabilities with mortality risk.
AI analyzes corporate ESG filings to identify key dimensions and investor reactions.
Religious adherence reduces corporate greenwashing behavior.
Develops a new model to better predict corporate bond yields.
Traded corporations are required by law to have a majority of outside directors on their board. This requirement allows the existence of directors who sit on the board of two or more corporations at the same time, generating what is commonly known as interlocking directorates. While research has shown that networks of …
In a market system, regulations are designed to prevent or rectify market failures that inhibit fair exchange, such as monopoly or transactions with hidden costs. Because regulations reduce profits to those possessing unfair advantage, these advantaged corporations (whether individuals, companies, or other collective o…