Audience group
The seminar is aimed at academic staff and research associates of the Finance & Economics Department of the Liechtenstein Business School, doctoral and master's students of the University of Liechtenstein, and interested employees of companies based in the Principality of Liechtenstein and the surrounding area .
Presentations
Presentations will be given by a mix of lecturers from the University of Liechtenstein and researchers from other leading universities. Employees of other companies are also welcome to give presentations if they are involved in research.
If you are interested in presenting, please contact:
Ass.-Prof. Dr. Sebastian Stöckl (phone +423 265 11 53, sebastian.stoeckl@uni.li )
Registration
Please register via the zoom link below. External participants are asked to register via email to sebastian.stoeckl@uni.li if the seminar is to be held on campus.
Dates
The Finance Research Seminar will be held on Tuesdays from 5:00 - 6:00 pm during the lecture weeks.
Summer semester 2024
Tuesday, 12 March 2024
Speaker: Dr. Gianluca De Nard, Head of Quantitative Research, OLZ AG, Zürich
Topic: Factor Mimicking Portfolios for Climate Risk (with Robert F. Engle and Bryan Kelly)
Host: Ass.-Prof. Dr. Sebastian Stöckl, Liechtenstein Business School
Location: Conference room 10, University of Liechtenstein
(Tuesday, 26 March 2024) - moved to Tuesday, 23 April 2024 !
Speaker: Alicia Billand, University of Regensburg
Topic: “Drivers of cryptocurrency returns – An analysis from the lens of sustainability” (with Maximilian Nagl and Daniel Rösch)
Host: Ass.-Prof. Dr. Sebastian Stöckl, Liechtenstein Business School
Location: Conference room 10, University of Liechtenstein
Tuesday, 9 April 2024
Speaker: Dr. Jantje Sönksen, Universität Tübingen
Topic: "Testing the Conditional CAPM using Cross-sectional Regressions: A Multi-task Learning Approach" (with Joachim Grammig, Constantin Hanenberg and Christian Schlag)
Host: Lukas Salcher, MSc, Liechtenstein Business School
Location: Lecture hall 3, University of Liechtenstein
Tuesday, 23 April 2024
Speaker: Alicia Billand, University of Regensburg
Topic: “Drivers of cryptocurrency returns – An analysis from the lens of sustainability” (with Maximilian Nagl and Daniel Rösch)
Host: Ass.-Prof. Dr. Sebastian Stöckl, Liechtenstein Business School
Location: Conference room 10, University of Liechtenstein
Tuesday, 30 April 2024
Speaker: Elias L. Ohneberg, University of Cambridge
Topic: «Satisfied Employees, Satisfied Investors: How Employee Well-being Impacts Mutual Fund Returns”
Host: Dr. Wolfgang Schadner, Liechtenstein Business School
Location: Lecture hall 3, University of Liechtenstein
Tuesday, 14 May 2024
Speaker: Assoc. Prof. Pedro Barroso, Católica-Lisbon School of Business and Economics
Topic: "Calm Your Portfolio: The Importance of Disciplining Intelligent but Fickle Forecasts in Portfolio Optimization"
Host: Ass.-Prof. Dr. Sebastian Stöckl, Liechtenstein Business School
Location: Lecture hall 3, University of Liechtenstein
Winter semester 2023/2024
Tuesday, 19 September 2023
Speaker: Lukas Müller, MSc., Technische Universität Darmstadt
Topic: How Market-Implied Sensitivity Measures Uncover Hidden Insights: A Methodological Blueprint
Host: Ass.-Prof. Dr. Sebastian Stöckl, Liechtenstein Business School
Location: Conference room 10, University of Liechtenstein
Tuesday, 26 September 2023
Speaker: Paul Schneider, Università della Svizzera Italiana
Topic: Conditional Factor Models: First Order vs. Higher Orders
Host: Ass.-Prof. Dr. Sebastian Stöckl, Liechtenstein Business School
Location: Conference room 2, University of Liechtenstein
Tuesday, 10 October 2023
Speaker: Dennis Umlandt, Universität Innsbruck
Topic: Moment Conditions and Time-Varying Risk Premia
Host: Dr. Wolfgang Schadner, Liechtenstein Business School
Location: Lecture hall 3, University of Liechtenstein
Tuesday, 07 November 2023
Speaker: Kevin Schneider, University of Cambridge
Topic: Investment, uncertainty, and U-shaped return volatilities
Host: Dr. Wolfgang Schadner, Liechtenstein Business School
Location: Lecture hall 3, University of Liechtenstein
