Session TD-7: Quantitative methods for systemic and climate risk in stream Risk Management in Commodities and Financial Markets
Tuesday, 14:30-16:00Room: Clarendon GR.01
| Session chair(s): |
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| 1674. From reputational risk to contagion risk in ESG-ranked equity mutual funds |
Francesco Morelli
[R] - Italy | accepted | ||
| Rocco Ciciretti
[] - Italy | ||||
| Marco Nicolosi
[] - Italy | ||||
| 2164. Using Causal Inference to Assess the Value of Dual Sourcing |
Thomas De Backker
[R] - Belgium | accepted | ||
| 2245. Pricing of synthetic CDOs with infectious defaults and market based measures of systemic risk |
Gabriele Torri
[R] - Italy | accepted | ||
| Rosella Giacometti
[] - Italy | ||||
| Gianluca Farina
[] - Italy | ||||
| 2650. Improving portfolio optimization with ESG disagreement information. |
Marco Bonomelli
[R] - Italy | accepted | ||