Issue Date | Title | Involved Person(s) |
9-Sep-2021 | Interpretable machine learning for diversified portfolio construction | Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter |
15-Jun-2021 | Employing explainable AI to optimize the return target function of a loan portfolio | Gramespacher, Thomas; Posth, Jan-Alexander |
18-Mar-2021 | 'Adaptive seriational risk parity' and other extensions for heuristic portfolio construction using machine learning and graph theory | Jaeger, Markus; Krügel, Stephan; Papenbrock, Jochen; Schwendner, Peter |
13-Mar-2021 | Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios | Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan |
1-Feb-2021 | Social responsibility in the time of uncertainty : a natural experiment | Mahmoud, Ola; Meyer, Julia |
2021 | AI & sustainable investing : the green tech revolution enabling sustainable and responsible investment leveraging AI and Big Data | Posth, Jan-Alexander |
2021 | Low-volatility strategies for highly liquid cryptocurrencies | Kaya, Orcun; Mostowfi, Mehdi |
2021 | Social responsibility in the time of uncertainty : a natural experiment | Meyer, Julia; Mahmoud, Ola |
2021 | Schweizer Vorsorgeeinrichtungen unter der Nachhaltigkeitslupe : mit Engagement zum Wandel | Anhorn, Regina |
2021 | Hedging goals | Krabichler, Thomas; Wunsch, Marcus |
2021 | The determinants of corporate FX speculation : why firms increase risk | Hecht, Andreas |
2021 | A critical analysis of Swiss sustainable funds regarding performance and sustainability content | Anhorn, Regina; Archer-Svoboda, Laura |
2021 | A Python integration of practical asset allocation based on modern portfolio theory and its advancements | Hilber, Norbert; Dubach, Philipp |
2021 | Deep reinforcement learning on a multi-asset environment for trading | Hirsa, Ali; Osterrieder, Jörg; Hadji Misheva, Branka; Posth, Jan-Alexander |
2021 | Hedge Funds in Asien : eine praxisnahe Analyse des K&Z Asien Portfolios | Boos, Dominik; Oertle, Florian |