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)

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

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)

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

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)

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

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)

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)

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)

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.

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)

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)

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.

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)

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)

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)

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

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

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

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.

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.

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.

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

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

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

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

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

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

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

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.

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

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

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.

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.

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.

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

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

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

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

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.

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.

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

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

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.

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.

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.

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.

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

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

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.

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.

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

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.

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

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

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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

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

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

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

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

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

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).

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

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

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

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

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

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

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

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

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.

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.

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).

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

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.

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

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).

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).

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).

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).

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

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).

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

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

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

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

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).

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).

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).

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.

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).

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).

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

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.

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.

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.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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.

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

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.