Issue Date | Title | Involved Person(s) |
13-Mar-2021 | Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios | Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan |
1-Feb-2021 | Social responsibility in the time of uncertainty : a natural experiment | Mahmoud, Ola; Meyer, Julia |
2021 | A critical analysis of Swiss sustainable funds regarding performance and sustainability content | Anhorn, Regina; Archer-Svoboda, Laura |
2021 | A Python integration of practical asset allocation based on modern portfolio theory and its advancements | Hilber, Norbert; Dubach, Philipp |
2021 | Social responsibility in the time of uncertainty : a natural experiment | Meyer, Julia; Mahmoud, Ola |
2021 | The determinants of corporate FX speculation : why firms increase risk | Hecht, Andreas |
2021 | Social responsibility in the time of uncertainty : a natural experiment | Meyer, Julia |
2021 | AI & sustainable investing : the green tech revolution enabling sustainable and responsible investment leveraging AI and Big Data | Posth, Jan-Alexander |
2021 | Low-volatility strategies for highly liquid cryptocurrencies | Kaya, Orcun; Mostowfi, Mehdi |
2021 | Zielbasiertes Investieren : eine Untersuchung hinsichtlich der Altersvorsorgeproblematik in der Schweiz | Wunsch, Marcus; Kornsteiner, Tania |
2021 | IPO Performance und Grösseneffekte : eine Untersuchung der Börsengänge aus der DACH-Region | Affolter, Beat; Mostowfi, Mehdi; Rüffieux, Thomas |
2021 | Active choice, beliefs updating and subsequent risk taking | Bachmann, Kremena |
2021 | Bootstrapping Value at Risk (VaR) : Circular Block Bootstrap vs. Standard Bootstrap | Bänziger-Aiba, Armin; Nyffeler, Lionel Rémy |
2021 | Interpretable machine learning for diversified portfolio construction | Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter |
2021 | Adaptive seriational risk parity and other extensions for heuristic portfolio construction using machine learning and graph theory | Schwendner, Peter; Papenbrock, Jochen; Jaeger, Markus; Krügel, Stephan |