Journal of Derivatives and Quantitative Studies: 선물연구: Volume 32 Issue 4 , Open Access

Table of contents

Predicting zombie firms after the COVID-19 pandemic using explainable artificial intelligence

Dongwook Seo, Hyeong Joon Kim, Seongjae Mun

This study examines various artificial intelligence (AI) models for predicting financially distressed firms with poor profitability (“Zombie firms”). In particular, we adopt the…

Open Access.
178

Partial hedging in credit markets with structured derivatives: a quantitative approach using put options

Constantin Siggelkow

This study develops a novel method for mitigating credit risk through the use of structured derivatives, focusing in particular on the use of European put options as a strategic…

Open Access.
340

Does the disclosure of ESG information by private equity firms impact the success of their fundraising efforts?

Jung-Hee Noh, Heejin Park

This study examines the impact of private equity fund managers' (GPs') ESG disclosure on fundraising. To this end, a sample of global private equity and venture capital funds that…

Open Access.
450

The Fisher’s hedge hypothesis: what about homogeneity and stability properties?

Malika Neifar, Amira Harzallah

The purpose of this study is to see if the Fisher’s hypothesis validation is robust in year or/and countries dimensions. We investigate whether nominal or real stock market…

Open Access.
119