Iwata, Tsuyoshi; Weibel, Marc,

2024.

Enhancing equity factor model with publicly reported ESG data.

The Journal of Impact and ESG Investing.

5(1), S. 122-147.

Verfügbar unter: https://doi.org/10.3905/jesg.2024.1.107

Jaggi, David; Posth, Jan-Alexander; Guderian, Carsten C.,

2024.

Thematic investing via patents : portfolio construction along companies’ technology profiles.

In:

10. CARF Luzern, Schweiz, 12.-13. September 2024.

Weibel, Marc,

2024.

A factor-tilt approach to ESG investing [Paper].

In:

29th International Conference on Forecasting Financial Markets, Oxford, United Kingdom, 11-13 September 2024.

Arakelian, Veni; Bolesta, Karolina; Vlah Jeric, Silvija; Liu, Yiting; Osterrieder, Joerg; Potì, Valerio; Schwendner, Peter; Sutiene, Kristina; Weinberg, Abraham Itzhak,

2024.

A discussion paper for possible approaches to building a statistically valid backtesting framework.

SSRN.

Verfügbar unter: https://doi.org/10.2139/ssrn.4893677

Hillebrand, Martin; Mravlak, Marko; Breitsamter, Lorenz; Schwendner, Peter,

2024.

Investor activity in EFSF/ESM secondary bond markets.

Working Paper Series

; 62.

Luxembourg:

European Stability Mechanism.

Verfügbar unter: https://www.esm.europa.eu/publications/investor-activity-efsfesm-secondary-bond-markets

Fazlija, Bledar,

2024.

Feeling the difficulty of mathematics [Paper].

In:

Joyner, David; Paaßen, Benjamin; Demmans Epp, Carrie, Hrsg.,

Proceedings of the 17th International Conference on Educational Data Mining.

17th International Conference on Educational Data Mining (EDM), Atlanta, USA, 14-17 July 2024.

International Educational Data Mining Society.

S. 408-414.

Verfügbar unter: https://doi.org/10.5281/zenodo.12729846

Hillebrand, Martin; Mravlak, Marko; Breitsamter, Lorenz; Schwendner, Peter,

2024.

Investor activity in EFSF/ESM secondary bond markets.

In:

33rd European Conference on Operational Research (EURO), Copenhagen, Denmark, 30 June - 3 July 2024.

Jaggi, David; Posth, Jan-Alexander; Guderian, Carsten C.,

2024.

A novel approach to thematic portfolio construction : patent-based investment decision making [Paper].

In:

33rd European Conference on Operational Research (EURO 2024), Copenhagen, Denmark, 30 June - 3 July 2024.

Weibel, Marc,

2024.

Enhancing portfolio optimization : an ADMM approach with embedded splitting for scenario-based model predictive control [Paper].

In:

33rd European Conference on Operational Research (EURO), Copenhagen, Denmark, 30 June - 3 July 2024.

Archer-Svoboda, Laura; Schnauss, Martin,

2024.

Climate rating for real estate portfolios.

In:

30th Annual Conference of the European Real Estate Society (ERES), Gdańsk, Poland, 26-29 June 2024.