Issue Date | Title | Involved Person(s) |
Dec-2023 | The role of derivatives in sustainable investing : a practical guide to addressing sustainability-related challenges linked to the use of derivatives in sustainable portfolios | Kimmerle, Hendrik; Schwendner, Peter; Döbeli, Sabine |
2022 | How do stocks react to negative ESG incidents? | Orpiszewski, Tomasz; Schwendner, Peter; Thompson, Mark James |
9-Sep-2021 | Interpretable machine learning for diversified portfolio construction | Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter |
18-Mar-2021 | 'Adaptive seriational risk parity' and other extensions for heuristic portfolio construction using machine learning and graph theory | Jaeger, Markus; Krügel, Stephan; Papenbrock, Jochen; Schwendner, Peter |
13-Mar-2021 | Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios | Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan |
2021 | Investor demand in syndicated bond issuances : stylised facts | Hillebrand, Martin; Mravlak, Marko; Schwendner, Peter |
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 |
2020 | Convergence and divergence in European bond correlations | Schwendner, Peter; Schuele, Martin; Hillebrand, Martin |
2020 | Understanding machine learning for diversified portfolio construction by explainable AI | Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter |
2020 | Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios | Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan |
5-Sep-2019 | Predicting investor behaviour in European bond markets : a machine-learning approach | Hillebrand, Martin; Schwendner, Peter; Winant, Bastien; Mravlak, Marko |
2019 | Current European sovereign bond dynamics | Schwendner, Peter |
2019 | Convergence and divergence in European sovereign bonds | Schwendner, Peter |
2019 | Correlation influence networks for sentiment analysis in European sovereign bonds | Schwendner, Peter; Schüle, Martin; Hillebrand, Martin |