Qian Wang

University of Zurich - Department of Banking and Finance

Sch├Ânberggasse 1

Z├╝rich, 8001

Switzerland

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure

Swiss Finance Institute Research Paper No. 21-19
Number of pages: 81 Posted: 15 Jul 2020 Last Revised: 09 Apr 2021
University of Zurich, Department of Banking and Finance, University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 694 (44,634)

Abstract:

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climate risk disclosure, CDS spreads, 10-K filings, physical risks, transition risks, BERT model

2.

Machine-Learning in the Chinese Factor Zoo

Number of pages: 99 Posted: 18 Feb 2021
Markus Leippold, Qian Wang and Wenyu Zhou
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and affiliation not provided to SSRN
Downloads 391 (90,930)
Citation 1

Abstract:

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Chinese stock market, factor investing, machine learning, model selection