Leading Research Output in the Institute of Wealth & Asset Management (IWA)
Quality in teaching and research is a top priority at the SML. Publications in designated journals are an important effect of all these efforts. On this page we present a selection of recent relevant publications by SML faculty in journals that are among the best in their category in the ABDC and FT50 journal rankings.
Institute of Wealth & Asset Management (IWA)
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2024.
Do you have a choice : implications for belief updating and the disposition effect.
Journal of Economic Psychology.
102(102718).
Available from: https://doi.org/10.1016/j.joep.2024.102718
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2024.
Risky times : seasonality and event risk of commodities.
The Journal of Futures Markets.
44(5), pp. 767-783.
Available from: https://doi.org/10.1002/fut.22492
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Guderian, Carsten C.; Posth, Jan-Alexander; Grob, Linus,
2023.
The Quarterly Review of Economics and Finance.
92, pp. 66-87.
Available from: https://doi.org/10.1016/j.qref.2023.08.002
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Fukasawa, Masaaki; Maire, Basile; Wunsch, Marcus,
2023.
Weighted variance swaps hedge against impermanent loss.
Quantitative Finance.
23(6), pp. 901-911.
Available from: https://doi.org/10.1080/14697688.2023.2202708
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Bachmann, Kremena; Lot, Andre; Xu, Xiaogeng; Hens, Thorsten,
2023.
Experimental research on retirement decision-making : evidence from replications.
Journal of Banking & Finance.
152(106851).
Available from: https://doi.org/10.1016/j.jbankfin.2023.106851
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Gorris, Senne; Uyttebroek, Saartje; Backaert, Wout; Jorissen, Mark; Schrijvers, Rik; Thompson, Mark J.; Loeckx, Dirk; Seys, Sven F.; Van Gerven, Laura; Hellings, Peter W.,
2022.
Reduced intra-subject variability of an automated skin prick test device compared to a manual test.
Allergy.
78(5), pp. 1366-1368.
Available from: https://doi.org/10.1111/all.15619
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Hou, Songyan; Krabichler, Thomas; Wunsch, Marcus,
2022.
Journal of Risk and Financial Management.
15(5).
Available from: https://doi.org/10.3390/jrfm15050223
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Fazlija, Bledar; Harder, Pedro,
2022.
Using financial news sentiment for stock price direction prediction.
Mathematics.
10(13), pp. 2156.
Available from: https://doi.org/10.3390/math10132156
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Thompson, Mark James; Woerter, Martin,
2020.
Competition and invention quality : evidence from Swiss firms.
Technological Forecasting and Social Change.
2020(156), pp. 120023.
Available from: https://doi.org/10.1016/j.techfore.2020.120023
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Gramespacher, Thomas; Bänziger, Armin,
2019.
Review of Pacific Basin Financial Markets and Policies.
22(2).
Available from: https://doi.org/10.1142/S0219091519500127