Forthcoming and Online First Articles

International Journal of Financial Engineering and Risk Management

International Journal of Financial Engineering and Risk Management (IJFERM)

Forthcoming articles have been peer-reviewed and accepted for publication but are pending final changes, are not yet published and may not appear here in their final order of publication until they are assigned to issues. Therefore, the content conforms to our standards but the presentation (e.g. typesetting and proof-reading) is not necessarily up to the Inderscience standard. Additionally, titles, authors, abstracts and keywords may change before publication. Articles will not be published until the final proofs are validated by their authors.

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International Journal of Financial Engineering and Risk Management (2 papers in press)

Regular Issues

  • The chronicle of Greek economy development and prospects since its entry in EMU   Order a copy of this article
    by CHARALAMPOS BASDEKIS, Ioannis Katsampoxakis, Dimitrios Moutsios 
    Abstract: The goal of this paper is to assess the influence of specific macro and market features on the Greek economic crisis and to predict the future output of the Greek economy. Time series data analysis is applied for the period 2002
    Keywords: economic growth; economic crisis; financial crisis; investments; current account; public debt; bond yields; deficit; employment; capital markets.
    DOI: 10.1504/IJFERM.2022.10052445
     
  • the impact of ethical factors on risk-adjusted return: Evidence from the Chinese market   Order a copy of this article
    by Md Robel Bapari  
    Abstract: This paper examines the impact of the ESG score on risk-adjusted return by examining data from the Chinese market for the period 2006 to 2019. CAPM and factor model are applied to investigate the relationship between ESG score and risk-adjusted return. The empirical findings indicate that ESG scores affected portfolio risk-adjusted return significantly. We found that low ESG score portfolios generate higher average monthly returns than high ESG portfolios. Our findings are confirmed by second-stage regression analysis, providing robust evidence and suggesting that ethical ESG factors are a new risk component on top of size, value, and market factors that affect the risk-adjusted return. Overall, our results are useful for investors, and fund managers to assess the performance of their portfolios and the pricing of the assets.
    Keywords: sustainability; ethical; stakeholder; ESG; SRI; China.
    DOI: 10.1504/IJFERM.2022.10054720
     

 

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