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Banking and Finance

Team

Impact Investing - An acceptable niche existence?

Energy Transition: Regional Value Creation & Carbon Emissions

Enhanced Mean-Variance Portfolios: A Controlled Integration of Quantitative Predictors

Reference

Kaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced Mean-Variance Portfolios: A Controlled Integration of Quantitative Predictors. Presented at the Research Seminar at City University Hong Kong, Hong Kong.

Publication Type

Presentation at Scholarly Conference

Staff Members

Prof. em. Dr. Marco J. Menichetti Dr. Lars Kaiser Dr. Aron Veress MSc

Participating Institutions

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

Research

Quantitative Investment Management and Portfolio Optimisation
PhD-Thesis
March 2011 until February 2015 (finished)
Overall, the proposed dissertation project aims to contribute to academic literature by identifying research gaps in the field of quantitative investment management and answering the respective by ... More

The Exchange Rate Dimension in International Asset Allocation - Lessons learned from the current financial crisis.

Reference

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.

Publication Type

Chapter in Edited Book

Staff Members

Prof. em. Dr. Marco J. Menichetti Dr. Lars Kaiser Dr. Aron Veress MSc

Participating Institutions

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

The Renewable Energy Society-How Life Will Change

Momentum Strategies in Boom Markets: A Case Study for the Indian Stock Market

Mergers and Acquisitions by Large Financial Investors in Germany - What does the market believe?

Exchange Rate Changes and Internationally Diversified Portfolios - Perspective of an European Investor

Reference

Menichetti, M. J., Vaschauner, M., Dreher, C., & Fausch, J. (2009). Exchange Rate Changes and Internationally Diversified Portfolios - Perspective of an European Investor. Paper presented at the Finance and Accounting, International Scientific Conference Proceedings, Riga.

Publication Type

Paper in Conference Proceedings

Staff Members

Prof. em. Dr. Marco J. Menichetti

Participating Institutions

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

Market Price Reactions of Analyst Revisions and Determining Factors on the German Stock Market

Is Volatility Rising Like a Phoenix? Characteristics of Volatility as an Asset Class for a German Investor

Reference

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. Paper presented at the Current Issues in Economic and Management Sciences, Riga.

Publication Type

Paper in Conference Proceedings

Staff Members

Prof. em. Dr. Marco J. Menichetti

Participating Institutions

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