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Art. 15, Art 143-146 und 148

Hedging with an Edge: Parametric Currency Overlay

Reference

Barroso, P., Reichenecker, J.-A., & Menichetti, M. (2021). Hedging with an Edge: Parametric Currency Overlay. Management Science, 68(1), 669-689.

Publication Type

Article in Scientific Journal

Staff Members

Prof. em. Dr. Marco J. Menichetti Dr. rer. oec. Jurij-Andrei Reichenecker MSc UZH ETH LL.M. Assoc. Prof. Pedro Barroso

Participating Institutions

Chair in Business Administration, Banking and Financial Management Institute for Finance

Research

Enhanced Carry Trades - A new Approach in Asset Management and Trading
PhD-Thesis
February 2014 until February 2018 (finished)
Standard carry trades sell low-yield currencies and buy high-yield currencies. The trading idea is to capture the interest rate differential between currencies. The unique selection criterion of ... More

DOI

https://dx.doi.org/10.1287/mnsc.2020.3872

Empirische Bedeutung und Auswirkungen von Einlagensicherungssystemen auf das Bankensystem und das Verhalten der Einleger

Benachbarte Stiftungsstandorte und ihre grenzüberschreitenden Umgestaltungsmöglichkeiten: Liechtenstein - Österreich - Deutschland

Reference

Butterstein, A. (2020). Benachbarte Stiftungsstandorte und ihre grenzüberschreitenden Umgestaltungsmöglichkeiten: Liechtenstein - Österreich - Deutschland. Presented at the Forum Junge Gesellschaftsrechts-Wissenschaft 2020, Max-Planck-Institut für ausländisches und internationales Privatrecht, Hamburg.

Publication Type

Presentation at Scholarly Conference

Staff Members

Prof. Dr. iur. Alexandra Butterstein LL.M.

Participating Institutions

Chair of Company, Foundation and Trust Law Institute for Business Law

Research

Liechtenstein Companies in International Private Law
Internal Project
January 2015 (finished)
The research project deals with the question as to the legal assessment of Liechtenstein companies, and in addition the legal forms of the foundation and the trust, under civil law abroad. For ... More

Evading botnet detectors based on flows and Random Forest with adversarial samples

Reference

Apruzzese, G., & Colajanni, M. (2018). Evading botnet detectors based on flows and Random Forest with adversarial samples. Paper presented at the 2018 IEEE 17th International Symposium on Network Computing and Applications (NCA), Cambridge, MA, USA.

Publication Type

Paper in Conference Proceedings

Staff Members

Dr. Giovanni Apruzzese

Participating Institutions

Institute of Information Systems Hilti Chair for Data and Application Security

DOI

https://dx.doi.org/10.1109/nca.2018.8548327

Identifying malicious hosts involved in periodic communications

Reference

Apruzzese, G., Marchetti, M., Colajanni, M., Gambigliani Zoccoli, G., & Guido, A. (2017). Identifying malicious hosts involved in periodic communications. Paper presented at the IEEE 16th International Symposium on Network Computing and Applications (NCA), Cambridge, MA, USA.

Publication Type

Paper in Conference Proceedings

Staff Members

Dr. Giovanni Apruzzese

Participating Institutions

Institute of Information Systems Hilti Chair for Data and Application Security

DOI

https://dx.doi.org/10.1109/nca.2017.8171326

Scalable architecture for online prioritisation of cyber threats

Reference

Pierazzi, F., Apruzzese, G., Colajanni, M., Guido, A., & Marchetti, M. (2017). Scalable architecture for online prioritisation of cyber threats. Paper presented at the 9th International Conference on Cyber Conflict (CyCon), Tallinn, Estonia.

Publication Type

Paper in Conference Proceedings

Staff Members

Dr. Giovanni Apruzzese

Participating Institutions

Institute of Information Systems Hilti Chair for Data and Application Security

DOI

https://dx.doi.org/10.23919/cycon.2017.8240337

On the effectiveness of machine and deep learning for cyber security

Reference

Apruzzese, G., Colajanni, M., Ferretti, L., Guido, A., & Marchetti, M. (2018). On the effectiveness of machine and deep learning for cyber security. Paper presented at the 10th International Conference on Cyber Conflict (CyCon), Tallinn, Estonia.

Publication Type

Paper in Conference Proceedings

Staff Members

Dr. Giovanni Apruzzese

Participating Institutions

Institute of Information Systems Hilti Chair for Data and Application Security

DOI

https://dx.doi.org/10.23919/cycon.2018.8405026

Aldo Rossi. An European Postmodern Architect and His Focus on Venice

Städtebau im Rom des 19. Jahrhunderts

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