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Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly

A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited

Subsampled factor models for asset pricing: The rise of Vasa

Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage

Large dynamic covariance matrices: Enhancements based on intraday data

Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices

Improved inference in financial factor models

KI und Kreditfähigkeitsprüfung: Aktuelle Entwicklungen im EWR

Philanthropiereport 2025

Referenz

Gottschald, M., Eulenstein, N., Nenning, M., Butterstein, A., & Wenz, M. (2025). Philanthropiereport 2025. Vaduz: Universität Liechtenstein.

Publication Type

Monografie

Staff Members

Prof. Dr. Martin Wenz Prof. Dr. iur. Alexandra Butterstein LL.M. Prof. Dr. Marc Gottschald Michael Nenning MSc Nathalie Eulenstein MSc

Participating Institutions

Center für Philanthropie Liechtenstein Business Law School Betriebswirtschaftliche Steuerlehre und Steuerrecht Gesellschafts-, Stiftungs- und Trustrecht

Empower Human-GenAI delegation through Design Thinking for AI

abonnieren