The Contribution of Sustainability and Governance Signals to Return on Equity Prediction: Evidence from Tree-Based Machine Learning, Bootstrapped Grouped CV and SHAP

Talaş H., Gök D. E. N., Akçakanat Ö., Gültekin G., Terzioğlu M., Tutcu B., ...More

JOURNAL OF RISK AND FINANCIAL MANAGEMENT, vol.19, no.2, pp.1-23, 2026 (Scopus)

• Publication Type: Article / Article
• Volume: 19 Issue: 2
• Publication Date: 2026
• Doi Number: 10.3390/jrfm19020106
• Journal Name: JOURNAL OF RISK AND FINANCIAL MANAGEMENT
• Journal Indexes: Scopus, ABI/INFORM, EconLit
• Page Numbers: pp.1-23
• Akdeniz University Affiliated: Yes