Leading Research Output in the Institute of Wealth & Asset Management (IWA)

Weibel, Marc; Iwata, Tsuyoshi,

2026.

A factor-tilt approach to ESG investing.

Journal of Sustainable Finance & Investment.

16(2), pp. 392-426.

Available from: https://doi.org/10.21256/zhaw-36199

Teng, Huei-Wen; Härdle, Wolfgang Karl; Osterrieder, Joerg; Pele, Daniel Traian; Baals, Lennart John; Papavassiliou, Vassilios G.; Cichowicz, Ewa; Kabašinskas, Audrius; Filipovska, Olivija; Thomaidis, Nikolaos S.; Moukas, Alexios-Ioannis; Goundar, Sam; Nasir, Jamal Abdul; Weinberg, Abraham Itzhak; Arakelian, Veni; Truică, Ciprian-Octavian; Akar, Mutlu; Kabaklarlı, Esra; Coban, Özgur; Iannario, Maria; Będowska-Sójka, Barbara; Skaftadóttir, Hanna Kristín; Yıldırım, Özgür; Shala, Albulena; Pisoni, Galena; Coita, Ioana Florina; Korba, Szabolcs; Hafner, Christian M.; Schwendner, Peter; Molnár, Bálint; Xhumari, Elda,

2026.

Digital assets : risks, regulations, mitigation.

Financial Innovation.

12(1), pp. 65.

Available from: https://doi.org/10.21256/zhaw-35549

Iwata, Tsuyoshi; Orpiszewski, Tomasz; Thompson, Mark James,

2026.

Betting against ESG sinners : evidence from short selling around the world.

Journal of Behavioral and Experimental Finance.

49(101152).

Available from: https://doi.org/10.21256/zhaw-35445

Bachmann, Kremena,

2025.

The hidden benefits of voluntary retirement saving programs.

Social Indicators Research.

181(1), pp. 4.

Available from: https://doi.org/10.21256/zhaw-35263

Seys, Sven; Hox, Valérie; Chaker, Adam; Greve, Glynnis De; Lemmens, Winde; Poirrier, Anne‐Lise; Beckers, Eline; Daems, Rembert; Diamant, Zuzana; Dierickx, Carmen; Hellings, Peter W.; Huart, Caroline; Jerin, Claudia; Jorissen, Mark; Loeckx, Dirk; Oscé, Hanne; Roux, Kyle J.; Thompson, Mark James; Tombu, Sophie; Uyttebroek, Saartje; Zarowski, Andrzej; Gorris, Senne; Gerven, Laura Van,

2025.

Artificial Intelligence (AI)-assisted readout method for the evaluation of skin prick automated test results.

Nature Communications.

16(8637).

Available from: https://doi.org/10.21256/zhaw-34303

Rehm, Jürgen; Rovira, Pol; Hassan, Ahmed S.; de Oliveira, Claire; Lange, Shannon; Thompson, Mark J.; Tamutienė, Ilona; Liutkutė-Gumarov, Vaida; Galkus, Lukas; Štelemėkas, Mindaugas,

2025.

A return on investment analysis for the 2017 increase in alcohol excise taxation in Lithuania.

Addiction.

120(10), pp. 2094-2104.

Available from: https://doi.org/10.21256/zhaw-33198

Orpiszewski, Tomasz; Thompson, Mark,

2025.

Beyond borders : asset price reaction to ESG incidents at home and abroad.

International Review of Financial Analysis.

104, Part A(104246).

Available from: https://doi.org/10.21256/zhaw-33193

Fukasawa, Masaaki; Maire, Basile; Wunsch, Marcus,

2025.

Model-free hedging of impermanent loss in geometric mean market makers with proportional transaction fees.

Applied Mathematical Finance.

31(2), pp. 108-129.

Orpiszewski, Tomasz; Thompson, Mark James; Schwendner, Peter,

2024.

The stock and option market response to negative ESG news.

The International Journal of Accounting.

60(4), pp. 2440002.

Bachmann, Kremena,

2024.

Do you have a choice? : implications for belief updating and the disposition effect.

Journal of Economic Psychology.

102(102718).

Available from: https://doi.org/10.21256/zhaw-30110

Boos, Dominik,

2024.

Risky times : seasonality and event risk of commodities.

The Journal of Futures Markets.

44(5), pp. 767-783.

Available from: https://doi.org/10.21256/zhaw-30079

Stelemekas, Mindaugas; Gostautaite Midttun, Nijole; Lange, Shannon; Liutkute-Gumarov, Vaida; Manthey, Jakob; Miscikiene, Laura; Petkeviciene, Janina; Radisauskas, Ricardas; Rehm, Jürgen; Trisauske, Justina; Telksnys, Tadas; Thompson, Mark James,

2023.

Unrecorded alcohol consumption in Lithuania : a modelling study for 2000–2021.

Alcohol and Alcoholism.

58(6), pp. 612-618.

Available from: https://doi.org/10.21256/zhaw-32868

Guderian, Carsten C.; Posth, Jan-Alexander; Grob, Linus,

2023.

Investment decisions and passive portfolio construction utilizing patent analytics : a multi-case study on COVID-19 treatment technologies.

The Quarterly Review of Economics and Finance.

92, pp. 66-87.

Available from: https://doi.org/10.21256/zhaw-29696

Fukasawa, Masaaki; Maire, Basile; Wunsch, Marcus,

2023.

Weighted variance swaps hedge against impermanent loss.

Quantitative Finance.

23(6), pp. 901-911.

Available from: https://doi.org/10.21256/zhaw-29268

Bachmann, Kremena; Lot, Andre; Xu, Xiaogeng; Hens, Thorsten,

2023.

Experimental research on retirement decision-making : evidence from replications.

Journal of Banking & Finance.

152(106851).

Available from: https://doi.org/10.21256/zhaw-28186

Gorris, Senne; Uyttebroek, Saartje; Backaert, Wout; Jorissen, Mark; Schrijvers, Rik; Thompson, Mark J.; Loeckx, Dirk; Seys, Sven F.; Van Gerven, Laura; Hellings, Peter W.,

2022.

Reduced intra-subject variability of an automated skin prick test device compared to a manual test.

Allergy.

78(5), pp. 1366-1368.

Available from: https://doi.org/10.21256/zhaw-27341

Hou, Songyan; Krabichler, Thomas; Wunsch, Marcus,

2022.

Deep partial hedging.

Journal of Risk and Financial Management.

15(5).

Available from: https://doi.org/10.21256/zhaw-25472

Fazlija, Bledar; Harder, Pedro,

2022.

Using financial news sentiment for stock price direction prediction.

Mathematics.

10(13), pp. 2156.

Available from: https://doi.org/10.21256/zhaw-25471

Thompson, Mark James; Woerter, Martin,

2020.

Competition and invention quality : evidence from Swiss firms.

Technological Forecasting and Social Change.

2020(156), pp. 120023.

Gramespacher, Thomas; Bänziger, Armin,

2019.

The bias in two-pass regression tests of asset-pricing models in presence of idiosyncratic errors with cross-sectional dependence.

Review of Pacific Basin Financial Markets and Policies.

22(2).