• A Simple Non-Parametric Approach to the Term Structure and Time Decomposition of Credit Default Swap Spreads 

  Forte, Santiago (2023-06)

  This study introduces a simple non-parametric approach to pricing credit default swaps (CDS) and other single-name credit-risky securities. The method relies exclusively on closed-form solutions, allows ...

• ESG and Mutual Fund Competition 

  Dumitrescu, Ariadna; Gil-Bazo, Javier (2024-07)

  We model competition among conventional funds and funds with diverse Environmental, Social, and Governance (ESG) mandates when investors have heterogeneous sustainability preferences. We characterize ...

• Directional Information in Equity Returns 

  Del Viva, Luca; Sala, Carlo; Souza, André B.M. (2024-04)

  We document the existence of sign predictability in equity returns. An investment strategy that buys stocks deemed most likely to have positive returns and sells stocks with the lowest probability of ...

• Educational Transformation: A 'Skunk' Team Approach in Reshaping Business Bachelor's Programs in Spain 

  Casabayo, Monica; Ferras, Xavier (2024-01)

  The transformative impact of younger generations and the digitalization wave on traditional educational institutions, such as universities and business schools, is evident. This paper presents a Spanish ...

• How to avoid swinging: A social enterprise's quest for authenticity in tourism 

  De Bernardi, Chiara; Arenas, Daniel (Tourism Management, Vol. 89, 104439, 2022-04)

  This study explores the role of authenticity in social enterprises. It argues that the quest for authenticity, which is composed of different constructs and entails several internal actions, helps a ...

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