Publications according to DDC332.6: Investment

• 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

• 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

• 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.

  Available from: https://www.qmul.ac.uk/busman/media/sbm/research/researchcentres/behavioural-finance-working-group/Active-Choice,-Beliefs-Updating-and-Subsequent-Risk-Taking.pdf

• 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.

• 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.

• 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://www.esm.europa.eu/sites/default/files/ESM_WP_50%20(01-22).pdf

• 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.

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

• Anhorn, Regina,

  2021.

  Schweizer Vorsorgeeinrichtungen unter der Nachhaltigkeitslupe : mit Engagement zum Wandel.

  Winterthur:

  ZHAW Zürcher Hochschule für Angewandte Wissenschaften.

  Available from: https://doi.org/10.21256/zhaw-23545

• Meyer, Julia; Mahmoud, Ola,

  2021.

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

  In:

  Swiss Society of Economics and Statistics Annual Congress 2021, online, 10-11 June 2021.

• Meyer, Julia,

  2021.

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

  In:

  Experimental Finance Conference 2021, online, 16-18 June 2021.

• Spuck, Jochen; Posth, Jan-Alexander,

  2021.

  Thematic investing in GreenTech : patent-data-driven identification of green technology trends and sustainable investment oportunities.

  In:

  6th European COST Conference on Artificial Intelligence in Industry and Finance, online, 9 September 2021.

• Hadjikyriakou, Phanos; Orpiszewski, Tomasz; Posth, Jan-Alexander,

  2020.

  Climate indices for listed equity : comparing different methods to minimise climate risk exposure

  .

  In:

  FINANCING THE LOW-CARBON ECONOMY : Instruments, Barriers and Recommendations.

  Zürich:

  Swiss Sustainable Finance.

  pp. 20-23.

  Available from: https://www.sustainablefinance.ch/upload/cms/user/2020_11_19_Financing_the_Low_Carbon_Economy_EN_full_report_final.pdf

• Anhorn, Regina,

  2020.

  Verantwortungsbewusstes Investieren : Pensionskassen als Vorreiter in der Schweiz.

  Winterthur:

  ZHAW Zürcher Hochschule für Angewandte Wissenschaften.

  Available from: https://doi.org/10.21256/zhaw-20913

• Vontobel, Christoph,

  2020.

  Attraktivitätsfaktoren von Handelsplätzen für IPOs von Micro, Small und Mid Caps : ein Vergleich zwischen Schweden und der Schweiz.

  Winterthur:

  ZHAW Zürcher Hochschule für Angewandte Wissenschaften.

  Available from: https://doi.org/10.21256/zhaw-21623

• Schwendner, Peter; Schuele, Martin; Hillebrand, Martin,

  2020.

  Convergence and divergence in European bond correlations.

  In:

  4th Regtech Workshop on AI in Finance, Vienna (Austria), 26 February 2020.

• Dauti, Ruhi,

  2020.

  Empirische Performance-Analyse von Schweizer ESG-Portfolios.

  Winterthur:

  ZHAW Zürcher Hochschule für Angewandte Wissenschaften.

  Available from: https://doi.org/10.21256/zhaw-21594

• Posth, Jan-Alexander; Gramespacher, Thomas,

  2020.

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

  In:

  Artificial Intelligence in Finance : FinTech HO2020, SupTech Workshop, Hungary, 26 October 2020.

• Posth, Jan-Alexander; Spuck, Jochen,

  2020.

  ESG 4.0 : enabling sustainable and responsible investment leveraging AI and big data.

  In:

  UZH Digital Society Initiative : Fellows Exchange Day, Zurich (Switzerland), 12. November 2020.