Publications according to DDC332.6: Investment

• Ahmad, Sabahat; Hauf, Patrick; Seiberlich, Ruben R.,

  2022.

  Analyzing spillover effects of the gamestop squeeze on short interest.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.4038475

• Ahmad, Samahat; Hauf, Patrick; Seiberlich, Ruben,

  2022.

  Analyzing spillover effects of the GameStop squeeze on short interest.

  In:

  Annual Event of Finance Research Letters 2022 CEMLA Conference, Mexico City, Mexico, 21-22 April 2022.

• Richter, Thomas Julian,

  2022.

  Liquidity commonality in sovereign bond markets.

  International Review of Economics & Finance.

  78, pp. 501-518.

  Available from: https://doi.org/10.1016/j.iref.2021.12.001

• Kley, Christoph; Zwinselman, Yannick; Brunner, Hans; Kull, Stefan,

  2022.

  Prognosefähigkeit von Kennzahlen während der Laufzeit von Private Equity Fonds.

  Wirtschaftswissenschaftliches Studium.

  51(2-3), pp. 34-42.

  Available from: https://doi.org/10.15358/0340-1650-2022-2-3-34

• Gramespacher, Thomas; Posth, Jan-Alexander,

  2021.

  Employing explainable AI to optimize the return target function of a loan portfolio.

  Frontiers in Artificial Intelligence.

  4(693022).

  Available from: https://doi.org/10.3389/frai.2021.693022

• Jaeger, Markus; Krügel, Stephan; Papenbrock, Jochen; Schwendner, Peter,

  2021.

  'Adaptive seriational risk parity' and other extensions for heuristic portfolio construction using machine learning and graph theory.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.3806714

• Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan,

  2021.

  Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios.

  The Journal of Financial Data Science.

  3(2), pp. 51-69.

  Available from: https://doi.org/10.3905/jfds.2021.1.056

• Mahmoud, Ola; Meyer, Julia,

  2021.

  Social responsibility in the time of uncertainty : a natural experiment.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.3774995

• Archer-Svoboda, Laura,

  2021.

  A critical analysis of Swiss sustainable funds regarding performance and sustainability content.

  Winterthur:

  ZHAW Zürcher Hochschule für Angewandte Wissenschaften.

  Available from: https://doi.org/10.21256/zhaw-24360

• Dubach, Philipp,

  2021.

  A Python integration of practical asset allocation based on modern portfolio theory and its advancements.

  Winterthur:

  ZHAW Zürcher Hochschule für Angewandte Wissenschaften.

  Available from: https://doi.org/10.21256/zhaw-24351

• Bachmann, Kremena,

  2021.

  Active choice, beliefs updating and subsequent risk taking [paper].

  In:

  2021 Behavioural Finance Working Group Conference, London, United Kingdom, 10-11 June 2021.

• Schwendner, Peter; Papenbrock, Jochen; Jaeger, Markus; Krügel, Stephan,

  2021.

  Adaptive seriational risk parity and other extensions for heuristic portfolio construction using machine learning and graph theory.

  The Journal of Financial Data Science.

  3(4), pp. 65-83.

  Available from: https://doi.org/10.3905/jfds.2021.1.078

• Posth, Jan-Alexander,

  2021.

  AI & sustainable investing : the green tech revolution enabling sustainable and responsible investment leveraging AI and Big Data.

  In:

  FinTech : Regulatory Challenges and Sustainability Opportunities, virtual, 28 April 2021.

• Ineichen, Cyrill,

  2021.

  Analyse und Relevanz von Risikofaktoren im Kontext von Nachranganleihen.

  Winterthur:

  ZHAW Zürcher Hochschule für Angewandte Wissenschaften.

  Available from: https://doi.org/10.21256/zhaw-24413

• Nyffeler, Lionel Rémy,

  2021.

  Bootstrapping Value at Risk (VaR) : Circular Block Bootstrap vs. Standard Bootstrap.

  Winterthur:

  ZHAW Zürcher Hochschule für Angewandte Wissenschaften.

  Available from: https://doi.org/10.21256/zhaw-24349

• Hirsa, Ali; Osterrieder, Jörg; Hadji Misheva, Branka; Posth, Jan-Alexander,

  2021.

  Deep reinforcement learning on a multi-asset environment for trading.

  arXiv.

  Available from: https://doi.org/10.21256/zhaw-22850

• Günster, Andrea,

  2021.

  Effektivität Schweizer Wettbewerbspolitik : Bewertung des Aktienmarktes (1996– 2018).

  Sic! Zeitschrift für Immaterialgüter-, Informations- und Wettbewerbsrecht.

  2021(4), pp. 159-167.

• Meier, Farida S.,

  2021.

  Gold as an asset class : review of a myth with regard to inflation protection.

  Winterthur:

  ZHAW Zürcher Hochschule für Angewandte Wissenschaften.

  Available from: https://doi.org/10.21256/zhaw-24412

• Oertle, Florian,

  2021.

  Hedge Funds in Asien : eine praxisnahe Analyse des K&Z Asien Portfolios.

  Winterthur:

  ZHAW Zürcher Hochschule für Angewandte Wissenschaften.

  Available from: https://doi.org/10.21256/zhaw-24411

• Krabichler, Thomas; Wunsch, Marcus,

  2021.

  Hedging goals.

  arXiv.

  Available from: https://arxiv.org/abs/2105.07915

• Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter,

  2021.

  Interpretable machine learning for diversified portfolio construction.

  The Journal of Financial Data Science.

  3(3), pp. 31-51.

  Available from: https://doi.org/10.3905/jfds.2021.1.066

• Hillebrand, Martin; Mravlak, Marko; Schwendner, Peter,

  2021.

  Investor demand in syndicated bond issuances : stylised facts.

  Working Paper Series

  ; 50.

  European Stability Mechanism.

  ISBN 978-92-95223-11-0.

  Available from: https://doi.org/10.2852/793259

• Affolter, Beat; Mostowfi, Mehdi; Rüffieux, Thomas,

  2021.

  IPO Performance und Grösseneffekte : eine Untersuchung der Börsengänge aus der DACH-Region.

  Corporate Finance.

  2021(5-6), pp. 152-157.

  Available from: https://research.owlit.de/document/8cbfedec-9fc9-3e15-9418-282153c47b1e

• Kaya, Orcun; Mostowfi, Mehdi,

  2021.

  Low-volatility strategies for highly liquid cryptocurrencies.

  Finance Research Letters.

  46(102422).

  Available from: https://doi.org/10.1016/j.frl.2021.102422

• Studer, Rouwen,

  2021.

  Nachhaltiges Anlegen in der Schweiz : Bedeutung und Beweggründe.

  Winterthur:

  ZHAW Zürcher Hochschule für Angewandte Wissenschaften.

  Available from: https://doi.org/10.21256/zhaw-24383