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Less is more: Ranking Information, Estimation Errors and Optimal Portfolios

Reference

Salcher, L., & Stöckl, S. (2020). Less is more: Ranking Information, Estimation Errors and Optimal Portfolios. Presented at the 35th Workshop of the Austrian Working Group on Banking and Finance, Virtual Conference.

Publication Type

Presentation at Scholarly Conference

Staff Members

Dr. rer. oec. Lukas Salcher

Participating Institutions

Chair in Finance

Less is More: Ranking Information, Estimation Errors and Optimal Portfolios

Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks

Reference

Salcher, L., & Stöckl, S. (2022). Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks. University of Liechtenstein.

Publication Type

Working Paper

Staff Members

Assoz. Prof. Dr. Sebastian Stöckl Dr. rer. oec. Lukas Salcher

Participating Institutions

Chair in Finance Financial Economics

Research

Breaking Bad: Parameter Uncertainty caused by Structural Breaks in Stocks
FFF-Funding Project
January 2022 until December 2022 (finished)
Estimating parameter inputs for portfolio optimization has been shown to be notoriously diffi-cult resulting in disappointing out-of-sample performance (Michaud, 1989; DeMiguel et al., 2009). The ... More

Adopting the Internet of Things (IoT) Technology Paradigm Using the IoT Implementation Framework

Reference

Weber, M., Kipping, G., vom Brocke, J., & Schweitzer, M. (2025). Adopting the Internet of Things (IoT) Technology Paradigm Using the IoT Implementation Framework. In J. vom Brocke, J. Mendling & M. Rosemann (Eds.), Business Process Management Cases Vol. 3. Cham: Springer.

Publication Type

Chapter in Edited Book

Staff Members

Prof. Dr. Jan vom Brocke Dr. rer. oec. Manuel Weber MSc Dr. rer. oec. Gregor Kipping

Participating Institutions

Liechtenstein Business School Information Systems & Business Process Management

Research

The Role of Space in Information Systems
FFF-Funding Project
December 2021 until November 2022 (finished)
We act in the understanding of a smart space management solution that we are prototyping and testing specifically for the COVID-19 use case. The project will explore the evolving role of space and ... More

DOI

https://dx.doi.org/10.1007/978-3-031-80793-0_8

Crowdfunding – strafrechtliche Aspekte

Blockchain and Criminal Law

Unternehmensstrafbarkeit und Criminal Compliance aus rechtsvergleichender Sicht

Reference

Papathanasiou, K. (2022, 8./9. September). Unternehmensstrafbarkeit und Criminal Compliance aus rechtsvergleichender Sicht. ortrag im Rahmen der durch Hanns-Seidel-Stiftung geförderten Online-Tagung „Criminal Compliance im deutsch-chinesischen Rechtsvergleich“, (Via Zoom).

Publication Type

Scientific Presentation

Staff Members

Prof. Dr. Konstantina Papathanasiou LL.M.

Participating Institutions

Liechtenstein Business Law School Economic Criminal Law, Compliance and Digitalisation

Grenzüberschreitende Strafverfahren – der EncroChat-Fall

Strafrecht und Digitalisierung – von Crime über Cybercrime zu Cryptocrime (via Zoom)

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