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Liechtenstein Business School

Participating Institutions

Center for Economics Dean's Office Liechtenstein Business School Department Entrepreneurship and Management Department Finance and Economics Department Information Systems and Computer Science

Team

Employee
Matthew Matthias Jenni Msc
Research Assistant / PhD Student - Innovative and Digital Finance
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Employee
Dr. Tanja Kirn
Head - Center for Economics Assistant Professor - Liechtenstein Business School
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Employee
Dr. Othar Kordsachia
Representative of the professorship - Sustainable Finance and Investments
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Dominik Kunz MSc
Research Assistant - Entrepreneurship and Leadership
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Employee
Mirjam Roswitha Langenbacher MSc
Research Assistant / PhD Student - Entrepreneurship and Strategic Management
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Employee
Prof. Dr. Pavel Laskov
Professor - Data and Application Security Academic Director MSc IS - Liechtenstein Business School
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Employee
Lazar Maksimovic
Student Assistant - Data and Application Security
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Employee
Prof. em. Dr. Marco J. Menichetti
Professor Emeritus - Liechtenstein Business School
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Dr. rer. oec. Sebastian Moder MSc
Postdoc - Entrepreneurship and Leadership
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Employee
Natalie Moosleithner B.A. M.Sc.
Assistant - Dean's Office Liechtenstein Business School
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Complex Dynamics in a Betrand Duoplay Game with Heterogeneous Players

Nonlinear dynamics in a heterogeneous duopoly game with adjusting players and diseconomies of scale

A structural model to assess the impact of bank capitalization changes conditional on a bail-in versus bail-out regime

Anticipating individual bank rescues

Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis, N. (2024). Sequential Learning and Economic Benefits from Dynamic Term Structure Models. Management Science, 70(4), 2236-2254.
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Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly

De Nard, G., & Zhao, Z. (2022). A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited. International Review of Econometrics & Finance, 80(July), 654-676.
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De Nard, G., Hediger, S., & Leippold, M. (2022). Subsampled factor models for asset pricing: The rise of Vasa. Journal of Forecasting, 41(6), 1217-1247.
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Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage

De Nard, G., Engle, R. F., Ledoit, O., & Wolf, M. (2022). Large dynamic covariance matrices: Enhancements based on intraday data. Journal of Banking & Finance, 138(May).
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