Publikationen

  • Kaiser, L., & Stöckl, S. (in press). Cryptocurrencies: Herding and the Transfer Currency. Finance Research Letters. (ABDC_2016: B; ABS: 2; ISI: 0.842; ISI: 0.762; VHB_3: B)

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  • Kaiser, L., & Schaller, F. (2019). Environmentally (Un-) Friendly Portfolio Construction. Journal of Investment Consulting, 19(1).

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  • Angerer, 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_2016: A)

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  • Kaiser, L. (2019). Seasonality in Cryptocurrencies. Finance Research Letters, 31. (ABDC_2016: B; ABS: 2; ISI: 0.842; ISI: 0.762; VHB_3: B)

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  • Kaiser, L., & Welters, J. (2019). Risk Mitigating Effect of ESG on Momentum Portfolios. Journal of Risk Finance, 20(5), 542-555. (ABDC_2016: C; ABS: 1; VHB_3: B)

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  • Kaiser, L. (2018). International Equity Indices and Public Trust. Journal of Investing, 27(2), 76-89. (ABDC_2016: B)

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  • Angerer, M., Peter, G., Stöckl, S., Wachter, T., Bank, M., & Menichetti, M. (2018). Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung (ZfbF), 70(3), 209-230. (VHB_3: B)

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  • Kaiser, L., Fleisch, M., & Salcher, L. (2018). Bias and Misrepresentation Revisited: Perspective on Major Equity Indices. Finance Research Letters, 26, 223-229. (ABDC_2016: B; ABS: 2; ISI: 0.842; ISI: 0.762; VHB_3: B)

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  • Veress, A., & Kaiser, L. (2017). Forecasting Quality of Professionals: Does Affiliation Matter? Quarterly Review of Economics and Finance, 66, 159-168. (ABDC_2016: B; ABS: 2; ISI: 0.104; VHB_3: B)

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  • Kaiser, 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.

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  • Reichenecker, J. A. (2017). Diversification effect of standard and optimized carry trades. European Journal of Finance, 25(8), 34. (ABDC_2016: B; ABS: 3; ISI: 1.136; ISI: 0.795; VHB_3: B)

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  • Kaiser, 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_2016: A; ABS: 2; ISI: 0.659; ISI: 0.41; VHB_3: B)

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  • Kaiser, 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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  • Fernández-Amado, O., Gächter, M., Larch, M., & Peter, G. (2013). Does monetary policy determine stock market liquidity? New evidence from the euro zone. Journal of Empirical Finance, 21, 54–68. (ABDC_2016: A; ABS: 3; ISI: 1.489; ISI: 0.979; VHB_3: B)

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  • Bank, M., Larch, M., & Peter, G. (2012). Investors' Compensation for Illiquidity - Evidence from the German Stock Market. International Journal of Economic Research, 9(2), 381-408. (ABDC_2016: C)

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  • Bank, M., Larch, M., & Peter, G. (2011). Google search volume and its influence on liquidity and returns of German stocks. Financial Market and Portfolio Management, 25, 239-264. (ABDC_2016: B; VHB_3: C)

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  • Menichetti, M. J., Oehri O.C., & Schäfer, H. (2009). Microfinance. WiSt - Wirtschaftswissenschatliches Studium, Heft 4, 38. Jg., 206-208.

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  • Menichetti, M. J., & Oehri,O.C. (2006). Domizilierungsentscheidungen im Fondsgeschäft. B2B - Schweizer Magazin für Kollektive Kapitalanlagen, Heft 10, August 2006, 78-81.

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  • Menichetti, M. J. (1996). Aktien-Optionsprogramme für das Top-Management - Mit kritischer Analyse aktueller Beispiele. Der Betrieb, 49. Jg. (1996), Heft 34, 1688-1692.

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  • Franke, G., & Menichetti, M. (1994). Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement. Die Betriebswirtschaft (DBW), Vol 54 (1994), Heft 2,, 193-209.

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  • Menichetti, M. J. (1992). Betriebliches Währungsmanagement: Optionen versus Futures. Die Unternehmung - Schweizerische Zeitschrift für betriebswirtschaftliche Forschung und Praxis, 46. Jg. (1992), Heft 3, 165-182.

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  • Eymann, A., & Menichetti, M. (1991). Die Regulierung des Marktes für Unternehmen in den Europäischen Gemeinschaften. ZfbF - Zeitschrift für betriebswirtschaftliche Forschung, 43. Jg. (1991), Heft 12, 1070-1086.

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  • Menichetti, M. J. (1990). Verteidigungsstrategien des Managements bei Unternehmensübernahmen in den USA. Wirtschaftswissenschaftliches Studium, 19(10), 521-524.

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  • Menichetti, M. J. (1990). Doppelwährungsanleihe: Neue Chancen- und Risikenaufteilung zwischen Gläubiger und Schuldner. Wirtschaftswissenschaftliches Studium, 19(6), 280-286.

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  • Menichetti, M. J., & Walz, H. (1987). Doppelwährungsanleihen. Anlagepraxis, o.Jg. (1987), Heft 12, 12-15.

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  • Menichetti, M. J., & Walz, H. (1987). Kriterien zur Bewertung von Doppelwährungsanleihen. Die Bank(10), 552-557.

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  • Menichetti, M. J., & Walz, H. (1987). Veredelte Anleihen. Anlagepraxis, o. Jg. (1987), Heft 8,, 11-13.

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  • Menichetti, M. J. (1993). Währungsrisiken bilanzieren und hedgen: Auswirkungen der deutschen Rechnungslegung auf die Hedge-Entscheidung.. Wiesbaden: Gabler.

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  • M. J. Menichetti & P. Schädler (Eds.). (2004). Private Banking im Qualitätswettbewerb um den Kunden (1 ed.). Heidelberg: Physika.

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  • S. Geberl, H.-R. Kaufmann, Menichetti M.J. & D. Wiesner (Eds.). (2004). Aktuelle Entwicklungen der Finanzdienstleistungsbereich. Tagungsband des 3. Liechtensteinischen Finanzdienstleistungs-Symposiums. (1 ed.). Heidelberg: Physika.

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  • M. J. Menichetti & P. Schädler (Eds.). (2003). Private Banking im Schlaglicht internationaler Regulierungen. Heidelberg: Physika.

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  • B. Britzelmaier, S. Geberl, H.-R. Kaufmann & M. Menichetti (Eds.). (2002). Regulierung und Deregulierung der Finanzmärkte. Tagungsband des 2. Liechtensteinischen Finanzdienstleistungs-Symposiums. Heidelberg: Physika.

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  • Menichetti, 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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  • Ruhm, J., Menichetti, M. J., & Gantenbein, P. (2012). The Value of Analyst Recommendations for Investment Strategies on the German Market - The Decisive Role of Significant Factors. In R. Frick, P. Gantenbein & P. Reichling (Eds.), Asset Management, Festschrift für Prof. Dr. rer. nat. Dr. h.c. rer. pol. Klaus Spremann zur Emeritierung (1 ed., pp. 301-318). Bern: Haupt.

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  • Vaschauner, M., Menichetti, M. J., & Teichgreeber, B. (2012). Trading on the Volatility of the German Market. In R. Frick, P. Gantenbein & P. Reichling (Eds.), Asset Management, Festschrift für Prof. Dr. rer. nat. Dr. h.c. rer. pol. Klaus Spremann zur Emeritierung (1 ed., pp. 181-197). Bern: Haupt.

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  • Menichetti, M. J. (2007). Investmentwesen: Kostentransparenz. In F. Thiessen (Ed.), Knapps Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens (5 ed., ). Frankfurt/M: Knapp-Verlag.

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  • Menichetti, M. J. (2007). Aussenhandelsabwicklung. In F. Thiessen (Ed.), Knapps Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens (5 ed., ). Frankfurt/M: Knapp-Verlag.

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  • Menichetti, M. J. (2007). Investitionsrechnung, internationale. In F. Thiessen (Ed.), Knapps Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens (5 ed., ). Frankfurt/M: Knapp-Verlag.

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  • Menichetti, M. J. (2007). Aussenhandelsfinanzierung. In F. Thiessen (Ed.), Knapps Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens 2007 (5 ed., ). Frankfurt/M: Knapp-Verlag.

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  • Menichetti, M. J., Oehri, O., & Fausch, J. (2007). Microfinance. In F. Thiessen (Ed.), Knapps Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens (5 ed., ). Frankfurt/M: Knapp-Verlag.

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  • Menichetti, M. J. (1999). Außenhandelsabwicklung. In: Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens, 4. Aufl., Verlag Fritz Knapp, Frankfurt/M. 1999, S. 63-73. [Managing the risks in international trade]. In.

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  • Menichetti, M. J. (1999). Aussenhandelsfinanzierung. In Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens (4 ed., pp. 73-79). Frankfurt/M: Verlag Fritz Knapp.

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  • Menichetti, M. J. (1999). Investitionsrechnung: International. In Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens (4 ed., pp. 1032-1037). Frankfurt/M: Verlag Fritz Knapp.

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  • Franke, G., & Menichetti, M. (1994). Management von Währungsrisiken. In H. Siegwart und J. Mahari. Schäffer-Poeschel (Ed.), Meilensteine im Management, Band IV (Finanzielle Führung, Finanzinnovationen, Financial Engineering) (pp. 667-683). Stuttgart.

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  • Kimmerle, H. P. (2019). The Principal-Agent Problem within Sustainable Investing. In New Challenges of Economic and Business Development 2019: Incentives for Sustainable Economic Growth, Conference Proceedings (pp. 400-409). Riga.

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  • Menichetti, M. J. (2019). Impact Investing - An acceptable niche existence? In New Challenges of Economic and Business Development 2019: Incentives for Sustainable Economic Growth, Conference Proceedings (pp. 575-586). Riga, Latvia.

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  • Menichetti, M. J., & Schneider, S. (2014). Renewable Energies and Regional Value Creation - The Example of a Small State. In A. Alinska (Ed.), Finansowanie inwestycji w obszarze energetyki (pp. 17-40). Warzaw: Warzaw School of Economics.

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  • Peter, G. (2011). Monetary Policy and its Impact on Stock Market Liquidity. Paper presented at the Campus for Finance, WHU Vallendar.

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  • Peter, G. (2011). Google Search Volume, Trading Activity and the Liquidity of Stocks. Paper presented at the Forschungsseminar für Doktoratsstudenten, Innsbruck.

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  • Menichetti, M. J., Vaschauner, M., & Teichgreeber, B. (2011). Is Volatility Rising Like a Phoenix? Characteristics of Volatility as an Asset Class for a German Investor. In University of Latvia (Ed.), Current Issues in Economic and Management Sciences (pp. 45-56). Riga.

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  • Menichetti, M. J., Ruhm, J., & Gantenbein, P. (2011). Market Price Reactions of Analyst Revisions and Determining Factors on the German Stock Market. In University of Latvia (Ed.), Current Issues in Economic and Management Sciences (pp. 30-44). Riga.

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  • Peter, G. (2011). Monetary Policy and its Impact on Stock Market Liquidity. Paper presented at the Midwest Finance Association Conference, Chicago.

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  • Kaiser, L. (2011). Black-Litterman Portfolio Optimisation: An Application to the German and Swiss Stock Market. In M. Ilg & K. Rheinberger (Eds.), Value Day 2011 - Aktuelle Entwicklungen in Controlling & Finance (Vol. 1, pp. 119-130). Berlin: wvb Wissenschaftlicher Verlag Berlin.

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  • Peter, G. (2010). Public Attention, Adverse Selection, and the Pricing of Stocks. Paper presented at the Midwest Finance Association Conference, Las Vegas.

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  • Peter, G. (2010). Public Attention, Adverse Selection, and the Pricing of Stocks. Paper presented at the Campus for Finance, WHU Vallendar.

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  • Menichetti, M. J., Oehri, O. C., & Fausch, J. (2009). Microfinance Investment Funds - Analysis of Portfolio Impact. In I. Bruna & E. Zelgalve (Eds.), Finance and Accounting, International Scientific Conference Proceedings (pp. 358-365). Riga.

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  • Menichetti, M. J., & Hilty R. (2009). Hedge Fund Classifications and Portfolio Construction. In I. Bruna & E. Zelgalve (Eds.), Finance and Accounting, International Scientific Conference Proceedings (pp. 172-186). Riga.

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  • Menichetti, M. J., Vaschauner, M., Dreher, C., & Fausch, J. (2009). Exchange Rate Changes and Internationally Diversified Portfolios - Perspective of an European Investor. In I. Bruna & E. Zelgalve (Eds.), Finance and Accounting, International Scientific Conference Proceedings (pp. 332-340). Riga.

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  • Menichetti, M. J., & Vaschauner, M. (2009). Mergers and Acquisitions by Large Financial Investors in Germany - What does the market believe? In I. Bruna & E. Zelgalve (Eds.), Finance and Accounting, International Scientific Conference Proceedings (pp. 528-543). Riga.

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  • Menichetti, M. J., & Vaschauner, M. (2009). Momentum Strategies in Boom Markets: A Case Study for the Indian Stock Market. In I. Bruna & E. Zelgalve (Eds.), Finance and Accounting, International Scientific Conference Proceedings (pp. 544-555). Riga.

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  • Peter, G. (2008). Information Asymmetries, Bid-Ask-Spreads and the Pricing of Stocks. Paper presented at the Austrian Working Group on Banking and Finance (AWG), Wien.

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  • Menichetti, M. J. (2004). Accustomed Swiss Thoroughness and Accuracy in Executive Stock Options Programs? In S. Geberl, H.-R. Kaufmann, M. J. Menichetti & D. Wiesner (Eds.), Aktuelle Entwicklungen im Finanzdienstleistungsbereich (Tagungsband des 3. Liechtensteinischen Finanzdienstleistungs-Symposiums) (pp. 249-265). Heidelberg: Physika.

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  • Menichetti, M. J. (2004). Die Performance-Darstellung von Wertschriften-Portfolios. In P. Schädler & M. Menichetti (Eds.), Private Banking im Qualitätswettbewerb um den Kunden (pp. 45-62). Heidelberg: Physika.

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  • Menichetti, M. J. (2003). Basel II und seine Bedeutung für Kleinstaaten. In P. Schädler & M. J. Menichetti (Eds.), Private Banking im Schlaglicht internationaler Regulierungen (pp. 81-107). Heidelberg: Physika.

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  • Menichetti, M. J. (2002). Deregulation, Volatility, and Implications for Risk Management Concepts. In B. Britzelmaier, S. Geberl & H.-R. Kaufmann (Eds.), Regulierung und Deregulierung der Finanzmärkte (Tagungsband des 2. Liechtensteinischen Finanzdienstleistungs-Symposiums) (pp. 169-180). Heidelberg: Physika.

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  • Menichetti, M. J. (1999). Anreizeffizientes Design von Executive Stock Options. In A. Egger, O. Grün, R. Moser & Schäffer-Poeschel (Eds.), Managementinstrumente und -konzepte (Tagungsband der 60. Wissenschaftlichen Jahrestagung des Verbandes der Hochschullehrer für Betriebswirtschaft e.V.) (pp. 511-527). Stuttgart.

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  • Kaiser, L. (2019). ESG Integration: Value, Growth and Momentum. Paper presented at the 3rd Conference on CSR, the Economy and Financial Markets, Dusseldorf (Germany).

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  • Kaiser, L. (2018). ESG Integration: Value, Growth and Momentum. Paper presented at the 17th Colloquium on Financial Markets, Cologne (Germany).

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  • Kaiser, L. (2018). ESG Integration: Value, Growth and Momentum. Paper presented at the Frontiers of Factor Investing, Lancaster (UK).

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  • Kaiser, L. &. (2018). Dynamic Indexes: Equity Rotation and Factor Timing. Paper presented at the SGF Conference 2018, Zurich (Switzerland).

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  • Kaiser, L. (2018). Responsible Investing: An Academic Perspective. Paper presented at the Client Event by ABG Sundal Collier, Copenhagen (Denmark).

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  • Kaiser, L. (2018). ESG Integration: Value, Growth and Momentum. Paper presented at the INQUIRE Europe Autumn Seminar, Budapest (Hungary).

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  • Stöckl, S., & Kaiser, L. (2017). Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns. Paper presented at the SGF Conference 2017, Zurich (Switzerland).

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  • Kaiser, L. (2017). Asset Allocation by Investment Professionals: Integration or Segmentation?. Paper presented at the 2017 European FMA Conference, Lisbon (Portugal).

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  • Kaiser, L. (2017). Dynamic Indexes: Equity Rotation and Factor Timing. Paper presented at the Citi's Annual Global Quant Conference, Budapest (Hungary).

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  • Kaiser, L. (2017). Style, Momentum and ESG Investing. Paper presented at the Green Summit 2017 - Sustainability Forum Liechtenstein, Vaduz, Liechtenstein.

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  • Kaiser, L. (2017). Style, Momentum and ESG Investing. Paper presented at the Green Summit 2017 - Sustainability Forum Liechtenstein, Vaduz, Liechtenstein.

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  • Kaiser, L. (2017). Style, Momentum and ESG Investing. Paper presented at the 32. Workshop der Austrian Working Group on Banking and Finance, Obergurgl, Austria.

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  • Kaiser, L. (2017). Style, Momentum and ESG Investing. Paper presented at the 2017 Paris Financial Management Conference, Paris, France.

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  • Kaiser, L. (2016). Closing the gap between equal and value-weighting. Paper presented at the 23rd Forecasting Financial Markets, Hannover (Germany).

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  • Reichenecker, J. A. (2016). Diversification Effect of Naive and Optimized Carry Trades. Paper presented at the 9th International Accounting & Finance Doctoral Symposium, Glasgow, UK.

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  • Reichenecker, J. A. (2016). Diversification Effect of Naive and Optimized Carry Trades. Paper presented at the 9th Finance Conference of the Portuguese Finance Network, Covilhã, Portugal.

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  • Kaiser, L. (2016). Asset Allocation by Investment Professionals: Integration or Segmentation?. Paper presented at the 31. Workshop der Austrian Working Group on Banking and Finance, Universität Klagenfurt.

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  • Kaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors. Paper presented at the 31. Workshop of the Austrian Working Group on Banking and Finance, Klagenfurt (Austria).

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  • Kaiser, L. (2015). Categorical Evaluation of Alternative Index Weighting Schemes. Paper presented at the 2015 FMA European Conference, Venice (Italy).

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  • Reichenecker, J. A. (2015). Naive and Optimized Carry Trades and Their Sensitivities to Interest Rates. Paper presented at the Southern Finance Association, Captiva Island, Florida.

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  • Reichenecker, J. A. (2015). Diversification Effect of Naive and Optimized Carry Trades. Paper presented at the 28th Australasian Finance and Banking Conference, Sydney, Australia.

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  • Kaiser, L. (2014). Value Investing with Firm Size Restrictions: Evidence for the German Stock Market. Paper presented at the Eastern Finance Association Annual Meeting, Pittsburgh (US).

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  • Kaiser, L., Veress, A., & Menichetti, M. (2013). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Paper presented at the Eastern Finance Association Annual Meeting, St. Pete Beach (Florida, US).

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  • Angerer, 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. Paper presented at the 3rd Beeronomics Conference 2013, York (United Kingdom).

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  • Kaiser, L. (2013). Value Investing with Firm Size Restrictions: Evidence for the German Stock Market. Paper presented at the Internationales Doktorandenseminar in Banking 2013, Augsburg (Germany).

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  • Menichetti, M. J. (2013). Sukuk as a Diversifier in Traditional Mixed Asset Portfolios. , CIBFM Center for Islamic Banking and Finance, Brunei Darussalam.

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  • Kaiser, L. (2013). Value Investing with Firm Size Restrictions: Evidence for the German Stock Market.. Paper presented at the International Doctoral Seminar in Banking. University of Fribourg, Fribourg (Switzerland).

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  • Veress, A. (2013). Up or Down? Riding international stock markets with binary choice models. Paper presented at the 20th Forecasting Financial Markets Conference, Hannover.

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  • Menichetti, M. J. (2013). On the Exchange Rate Dimension in International Asset Allocation. , Tsinghua University, PBC School of Finance, Peking.

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  • Kaiser, L. (2013). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Paper presented at the Quantitiative & Asset Management Workshop 2013, Venice (Italy).

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  • Kaiser, L. (2013). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Paper presented at the Quantitative and Asset Management Workshop, Venice (Italy).

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  • Kaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced optimal portfolios - A controlled intergration of quantitative predictors. Paper presented at the 29th GdRE Annual International Symposium on Money, Banking and Finance, Nantes (France).

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  • Kaiser, L., Veress, A., & Menichetti, M. (2012). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Paper presented at the 2012 International Doctoral Seminar, Fribourg (Switzerland).

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  • Kaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Paper presented at the 25th Australasian Banking and Finance Conference, Sydney (Australia).

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  • Kaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced Mean-Variance Portfolios: A Controlled Integration of Quantitative Predictors. Paper presented at the Research Seminar at City University Hong Kong, Hong Kong.

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  • Kaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Paper presented at the 2012 Auckland Finance Meeting, Auckland (New Zealand).

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  • Kaiser, L. (2011). Black-Litterman Potfolio Optimisation: An Application to the German and Swiss Stock Market. Paper presented at the Value Day 2011, Dornbirn (Austria).

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  • Fausch, J., & Veress, A. (2011). Predicting stock markets witch garbage. Paper presented at the International Doctoral Seminar, Vaduz, Liechtenstein.

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  • Vaschauner, M., & Menichetti, M. (2009). Mergers and Acquisitions by Large Financial Investors in Germany - What does the market believe?. Paper presented at the International Scientific Conference Paper: Finance and Accounting - Theory and Practice, Development and Trends, Riga.

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  • Vaschauner, M., & Menichetti, M. (2009). Momentum Strategies in Boom Markets: A Case Study for the Indian Stock Market. Paper presented at the International Scientific Conference Paper: Finance and Accounting - Theory and Practice, Development and Trends, Riga.

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  • Vaschauner, M., Menichetti, M., Dreher, C., & Fausch, J. (2009). Exchange Rate Changes and Internationally Diversified Portfolios - Perspective of a European Investor. Paper presented at the International Scientific Conference Paper: Finance and Accounting - Theory and Practice, Development and Trends, Riga.

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  • Menichetti, M. J., & Hilty R. (2008). Die Integration von Hedge Funds in die Portfoliogestaltung. Working Paper 1-2008. , Institute for Financial Services, Hochschule Liechtenstein.

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  • Eymann, A., & Menichetti, M. (1990). Die Regelung von Übernahmeangeboten und deren Umsetzung für den Europäischen Binnenmarkt.

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  • Stöckl, S., & Kaiser, L. (2017). Higher moments matter! Cross-sectional (higher) moments and the predictability of stock returns. University of Liechtenstein.

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  • Kaiser, L. (2017). ESG Integration: Value, Growth and Momentum. University of Liechtenstein.

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  • Barroso, P., Menichetti, M., & Reichenecker, J.-A. (2017). Hedging with an Edge: Parametric Currency Overlay. Universität Liechtenstein.

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  • Kaiser, L. (2016). Asset Allocation by Investment Professionals: Integration or Segmentation?. Universität Liechtenstein.

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  • Kaiser, L. (2016). Dynamic Indexes: Equity Rotation and Factor Timing. Universität Liechtenstein.

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  • Kaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors. University of Liechtenstein.

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  • Menichetti, M. J., & Treyer, M. (2016). Energy Transition: Regional Value Creation & Carbon Emissions. University of Liechtenstein.

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  • Reichenecker, J. A. (2014). Currency Carry Trade Portfolios and their Sensitivity to Interest Rates.

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  • Veress, A. (2013). Up or Down? Riding International Stock Markets with Binary Choice Models. University of Liechtenstein.

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  • Kaiser, L. (2012). Mitigating the Principal - Agent Problem in Delegated Portfolio Management. University of Liechtenstein.

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  • Bank, M., & Peter, G. (2011). Public Attention, Adverse Selection, and the Pricing of Stocks.

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  • Kaiser, L. (2010). Black-Litterman Portfolio Optimisation: An Application to the German and Swiss Stock Market. Unpublished Master Thesis, University of Liechtenstein, Vaduz.

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  • Kaiser, L. (2010). Black-Litterman Portfolio Optimisation: An Application to the German and Swiss Stock Market. , Universität Liechtenstein, Vaduz.

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  • Kaiser, L. (2015). Ansätze zur Portfoliostrukturierung: Smart Beta. Liechtenstein Live, Vaduz.

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  • Menichetti, M. J. (2012). Importance of Reference and Investment Currency in International Asset Allocation. The Euro-Financial-Crisis: Impacts on Banking, Capital Markets, and Regulation. , University of Potsdam.

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  • Menichetti, M. J. (2012). The Exchange Rate Dimension in International Asset Allocation. , Tongji Universität Shanghai.

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  • Menichetti, M. J. (2012). The Importance of Exchange Rates in International Asset Allocation. , University of International Business and Economics, School of Banking and Finance, Peking.

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