Optimisation of Time-Varying Asset Pricing Models with Penetration of Value at Risk and Expected Shortfall

Nasir, Adeel; Khan, Kanwal Iqbal; Mata, Mário Nuno; Mata, Pedro Neves; Martins, Jéssica Nunes

doi:10.3390/math9040394

Cited by 3 publications

(1 citation statement)

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“…Using financial technology to achieve sustainable development goals; [124] three-factor model and five-factor model [125], and other models [126][127][128][129], using machine learning [130,131], artificial intelligence [132,133], and deep learning techniques; • Identify opportunities, gaps, and challenges for implementing and developing regulatory technology.…”

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confidence: 99%

Computational Methods for Medical and Cyber Security

2022

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confidence: 99%

Computational Methods for Medical and Cyber Security

2022

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Impediments of social responsibility investment adoption system: a post-pandemic qualitative analysis

Shehzad,

Khan

2024

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Purpose Ecological degradation is causing various medical hazards worldwide. Modern globalization is enhancing several polluting factors that cause ecosystem deterioration. This situation leads to the increasing significance of implementing green environmental practices. Previous studies emphasize various green concepts, mainly in finance, encouraging investors to make ethical and responsible decisions to promote clean ecological practices. But still, emerging concepts like socially responsible investment (SRI) require more understanding and acknowledgment, particularly in developing economies. Design/methodology/approach This study has focused on exploring the impediments to SRI-adopting practices. It is conducted in two phases. Initially, a systematic literature review was conducted to identify the hurdles in promoting SRI. Later, open-ended interviews from the active investors of Pakistan Stock Exchange Limited were executed to explore the barriers to implementing the SRI system. The responses were transcribed and tested through NVivo software. Findings The information extracted from the recorded statements was further classified into three themes: initial, subordinate and cluster, which provides an understanding of the identified factors. The findings suggest that the significant complications hindering SRI are a lack of regulatory framework, inadequate conceptual knowledge and limited resources. Practical implications The findings state that the identified impediments can help in developing a framework for successfully implementing SRI practices in emerging economies. It can strengthen the stakeholders' knowledge and suggest a guideline for investment decisions, providing them with socially, ethically and financially positive returns. Therefore, this study will inspire active and potential investors to adopt SRI practices, making the economic uplift certain. Originality/value This study will add value to the existing body of knowledge related to SRI and highlight the importance of SRI by suggesting it as a source to ensure sustainable green efficiency, particularly in the postpandemic era. It emphasizes the urgent need for a policy framework for effective investment decisions in emerging economies.

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Trends and Directions of Financial Technology (Fintech) in Society and Environment: A Bibliometric Study

et al. 2021

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The contemporary innovations in financial technology (fintech) serve society with an environmentally friendly atmosphere. Fintech covers an enormous range of activities from data security to financial service deliverables that enable the companies to automate their existing business structure and introduce innovative products and services. Therefore, there is an increasing demand for scholars and professionals to identify the future trends and directions of the topic. This is why the present study conducted a bibliometric analysis in social, environmental, and computer sciences fields to analyse the implementation of environment-friendly computer applications to benefit societal growth and well-being. We have used the ‘bibliometrix 3.0’ package of the r-program to analyse the core aspects of fintech systematically. The study suggests that ‘ACM International Conference Proceedings’ is the core source of published fintech literature. China leads in both multiple and single country production of fintech publications. Bina Nusantara University is the most relevant affiliation. Arner and Buckley provide impactful fintech literature. In the conceptual framework, we analyse relationships between different topics of fintech and address dynamic research streams and themes. These research streams and themes highlight the future directions and core topics of fintech. The study deploys a co-occurrence network to differentiate the entire fintech literature into three research streams. These research streams are related to ‘cryptocurrencies, smart contracts, financial technology’, ‘financial industry stability, service, innovation, regulatory technology (regtech)’, and ‘machine learning and deep learning innovations’. The study deploys a thematic map to identify basic, emerging, dropping, isolated, and motor themes based on centrality and density. These various themes and streams are designed to lead the researchers, academicians, policymakers, and practitioners to narrow, distinctive, and significant topics.

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Optimisation of Time-Varying Asset Pricing Models with Penetration of Value at Risk and Expected Shortfall

Cited by 3 publications

References 29 publications

Computational Methods for Medical and Cyber Security

Computational Methods for Medical and Cyber Security

Impediments of social responsibility investment adoption system: a post-pandemic qualitative analysis

Trends and Directions of Financial Technology (Fintech) in Society and Environment: A Bibliometric Study

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