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- Veranstaltungen im WS 23/24
- Thesis Project (Thesis)
- CSR Gap and Firm's Financial Performance
- FFF-Förderprojekt, September 2021 bis Dezember 2022 (abgeschlossen)
Das Forschungsprojekt zielt darauf ab, das Konzept und die Auswirkungen der Lücke in der sozialen Verantwortung von Unternehmen (CSR-Gap) eingehend zu untersuchen. Diese Lücke ist definiert als die ... mehr
- Wirkung des Verwaltungsrates auf CSR und Unternehmensrisiko
- FFF-Förderprojekt, Januar 2020 bis August 2020 (abgeschlossen)
Es konnte gezeigt werden, dass Aspekte der Unternehmensführung (engl. "corporate governance"), im spezifischen der Aspekt der Effektivität des Aufsichtsrates (engl. "board effectivness"), statistisch ... mehr
- Corporate Social Responsibility and Risk: Perspectives on Materiality, Trust and Investor Preferences
- FFF-Förderprojekt, Juni 2018 bis Mai 2021 (abgeschlossen)
Diese Studie leistet einen Beitrag zur akademischen Literatur im Bereich der unternehmerischen Sozialverantwortung und der systematischen Berücksichtigung von Umwelt-, Sozial- und Governance-Aspekten ... mehr
- Evidence on the link between value and sustainable investing
- FFF-Förderprojekt, September 2016 bis August 2018 (abgeschlossen)
Das Forschungsprojekt siedelt sich im Bereich der Fundamentalanalyse an und zielt darauf ab einen Bezug zwischen klassischen Kennzahlen der Unternehmensbewertung und Nachhaltigkeitsfaktoren ... mehr
- Measures of cross-sectional dispersion in international stock returns
- internes Projekt, Juni 2015 bis Juni 2018
Time-series volatility is a long standing and well established measure of risk for both individual stocks and the market as such. However, the fact that volatility is time variant is not the sole set ... mehr
- Die Auswirkungen der Einlagensicherung auf das Einlegerverhalten in Europa während einer Krise
- Netzwerkprojekt, April 2014 bis April 2016
The basic objective of this study is to test whether the monitoring activity of the European professional - defined as one with a meaningful level of financial knowledge - could be affected by ... mehr
- Quantitatives Investment Management und Portfoliooptimierung
- Dissertation, März 2011 bis Februar 2015 (abgeschlossen)
Der Fokus der vorliegend kumulativen Dissertation lässt sich in drei Teilbereiche unterteilen. Die ersten beiden Teile befassen sich mit der Reduzierung von Schätzfehlern in Bezug auf Rendite und ... mehr
Stöckl, S., & Kaiser, L. (2021). Higher Moments Matter! Cross-sectional (higher) Moments and the Predictability of Stock Returns. Review of Financial Economics, 39(4), 455-481. (ABDC_2022: B; ABS_2021: 1; VHB_3: B)
detailsKaiser, L. (2020). ESG Integration: Value, Growth and Momentum. Journal of Asset Management, 21(1), 32-51. (ABDC_2022: B; ABS_2021: 2; VHB_3: B)
detailsKaiser, L., & Stöckl, S. (2020). Cryptocurrencies: Herding and the Transfer Currency. Finance Research Letters, 33. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
detailsKaiser, L. (2020). Board Effectiveness and Firm Risk. Journal of Impact and ESG Investing, 1(2), 68-86.
detailsKaiser, L., & Schaller, F. (2019). Environmentally (Un-) Friendly Portfolio Construction. Journal of Investment Consulting, 19(1), 43-52.
detailsKaiser, L. (2019). Seasonality in Cryptocurrencies. Finance Research Letters, 31, 232-238. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
detailsAngerer, M., Dünser, M., Kaiser, L., Peter, G., Stöckl, S., & Veress, A. (2019). What drives our Beer Consumption? In Search of Nutrition Habits and Demographic Patterns. Applied Economics, 51(41), 4539-4550. (ABDC_2022: A; ABS_2021: 2)
detailsKaiser, L., & Welters, J. (2019). Risk Mitigating Effect of ESG on Momentum Portfolios. The Journal of Risk Finance, 20(5), 542-555. (ABDC_2022: B; ABS_2021: 1; VHB_3: B)
detailsKaiser, L. (2018). International Equity Indices and Public Trust. Journal of Investing, 27(2), 76-89. (ABDC_2022: B)
detailsKaiser, L., Fleisch, M., & Salcher, L. (2018). Bias and Misrepresentation Revisited: Perspective on Major Equity Indices. Finance Research Letters, 26, 223-229. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
detailsVeress, A., & Kaiser, L. (2017). Forecasting Quality of Professionals: Does Affiliation Matter? Quarterly Review of Economics and Finance, 66, 159-168. (ABDC_2022: B; ABS_2021: 2; VHB_3: B)
detailsKaiser, L. (2017). Portfolio concentration and equity market contagion: evidence on the “flight to familiarity” across indexing methods. Journal of Investment Strategies, 7(1), 1-20. (ABS_2021: 1)
detailsKaiser, L., Veress, A., & Menichetti, M. J. (2014). Enhanced Mean-Variance Portfolios: A Controlled Integration of Quantitative Predictors. Journal of Portfolio Management, 40(4), 28-41. (ABDC_2022: A; ABS_2021: 3; VHB_3: B)
detailsKaiser, L. (2014). Value Investing with Firm Size Restrictions: Evidence for the German Stock Market. International Journal of Economics and Finance, 6(6), 14-29.
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Gächter, M., & Kaiser, L. (in press). Empirische Bedeutung und Auswirkungen von Einlagensicherungssystemen auf das Bankensystem und das Verhalten der Einleger. In N. Raschauer & T. Stern (Eds.), Einlagensicherungssysteme in deutschsprachigen Jurisdiktionen. Austria, Vienna: Linde Verlag Ges.m.b.H.
detailsMenichetti, M. J., Kaiser, L., & Veress, A. (2013). The Exchange Rate Dimension in International Asset Allocation - Lessons learned from the current financial crisis. In D. Hummel (Ed.), The Euro-Financial-Crisis – Impacts on Banking, Capital Markets, and Regulation. Report of the International Workshop in Potsdam on July 20/21, 2012 (pp. 85 -101). Potsdam, Germany: University of Potsdam Press.
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Kaiser, L. (2011). Black-Litterman Portfolio Optimisation: An Application to the German and Swiss Stock Market. Paper presented at the Value Day 2011 - Aktuelle Entwicklungen in Controlling & Finance, Berlin.
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Kaiser, L., Kimmerle, H., & Luan, T. (2020). Does Board Effectiveness influence Corporate Social Responsibility?. Presented at the 35. Workshop der Austrian Working Group on Banking and Finance, Online.
detailsKaiser, L., Kimmerle, H., & Luan, T. (2020). Green Bonds and External Reviews. Presented at the 35. Workshop der Austrian Working Group on Banking and Finance, Online.
detailsKaiser, L. (2019). ESG Integration: Value, Growth and Momentum. Presented at the 3rd Conference on CSR, the Economy and Financial Markets, Dusseldorf, Germany.
detailsKaiser, L. (2018). ESG Integration: Value, Growth and Momentum. Presented at the 17th Colloquium on Financial Markets, Cologne (Germany).
detailsKaiser, L. (2018). ESG Integration: Value, Growth and Momentum. Presented at the Frontiers of Factor Investing, Lancaster (UK).
detailsKaiser, L. &. (2018). Dynamic Indexes: Equity Rotation and Factor Timing. Presented at the SGF Conference 2018, Zurich (Switzerland).
detailsKaiser, L. (2018). ESG Integration: Value, Growth and Momentum. Presented at the INQUIRE Europe Autumn Seminar, Budapest (Hungary).
detailsStöckl, S., & Kaiser, L. (2017). Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns. Presented at the SGF Conference 2017, Zurich, Switzerland.
detailsKaiser, L. (2017). Asset Allocation by Investment Professionals: Integration or Segmentation?. Presented at the 2017 European FMA Conference, Lisbon, Portugal.
detailsKaiser, L. (2017). Style, Momentum and ESG Investing. Presented at the Green Summit 2017 - Sustainability Forum Liechtenstein, Vaduz, Liechtenstein.
detailsKaiser, L. (2017). Style, Momentum and ESG Investing. Presented at the Green Summit 2017 - Sustainability Forum Liechtenstein, Vaduz, Liechtenstein.
detailsKaiser, L. (2017). Style, Momentum and ESG Investing. Presented at the 32. Workshop der Austrian Working Group on Banking and Finance, Obergurgl, Austria.
detailsKaiser, L. (2017). Style, Momentum and ESG Investing. Presented at the 2017 Paris Financial Management Conference, Paris, France.
detailsKaiser, L. (2016). Closing the gap between equal and value-weighting. Presented at the 23rd Forecasting Financial Markets, Hannover, Germany.
detailsKaiser, L. (2016). Asset Allocation by Investment Professionals: Integration or Segmentation?. Presented at the 31. Workshop der Austrian Working Group on Banking and Finance, Universität Klagenfurt.
detailsKaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors. Presented at the 31. Workshop of the Austrian Working Group on Banking and Finance, Klagenfurt (Austria).
detailsKaiser, L. (2015). Categorical Evaluation of Alternative Index Weighting Schemes. Presented at the 2015 FMA European Conference, Venice, Italy.
detailsKaiser, L. (2014). Value Investing with Firm Size Restrictions: Evidence for the German Stock Market. Presented at the Eastern Finance Association Annual Meeting, Pittsburgh (US).
detailsKaiser, L., Veress, A., & Menichetti, M. (2013). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the Eastern Finance Association Annual Meeting, St. Pete Beach (Florida, US).
detailsAngerer, M., Dünser, M., Kaiser, L., Peter G., Stöckl, S., & Veress, A. (2013). What drives our beer consumption? - In search of nutrition habits and demographic patterns. Presented at the 3rd Beeronomics Conference 2013, York (United Kingdom).
detailsKaiser, L. (2013). Value Investing with Firm Size Restrictions: Evidence for the German Stock Market. Presented at the Internationales Doktorandenseminar in Banking 2013, Augsburg (Germany).
detailsKaiser, L. (2013). Value Investing with Firm Size Restrictions: Evidence for the German Stock Market.. Presented at the International Doctoral Seminar in Banking. University of Fribourg, Fribourg (Switzerland).
detailsKaiser, L. (2013). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the Quantitiative & Asset Management Workshop 2013, Venice (Italy).
detailsKaiser, L. (2013). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the Quantitative and Asset Management Workshop, Venice (Italy).
detailsKaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced optimal portfolios - A controlled intergration of quantitative predictors. Presented at the 29th GdRE Annual International Symposium on Money, Banking and Finance, Nantes (France).
detailsKaiser, L., Veress, A., & Menichetti, M. (2012). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the 2012 International Doctoral Seminar, Fribourg (Switzerland).
detailsKaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the 25th Australasian Banking and Finance Conference, Sydney (Australia).
detailsKaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the 2012 Auckland Finance Meeting, Auckland (New Zealand).
detailsKaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced Mean-Variance Portfolios: A Controlled Integration of Quantitative Predictors. Presented at the Research Seminar at City University Hong Kong, Hong Kong.
detailsKaiser, L. (2011). Black-Litterman Potfolio Optimisation: An Application to the German and Swiss Stock Market. Presented at the Value Day 2011, Dornbirn (Austria).
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Boyle, G., Kaiser, L., Stover, R., Tiwana, A., & Zhylyevskyy, O. (2020). Finance Professionals’ Response to a Banking Crisis: An International Perspective.
detailsKaiser, L., & Peter, G. (2019). Riding the 1/N Premium.
detailsKaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors.
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