Wintersemester 2023/2024
Dienstag, 19. September 2023
Sprecher: Lukas Müller, MSc., Technische Universität Darmstadt
Thema: How Market-Implied Sensitivity Measures Uncover Hidden Insights: A Methodological Blueprint
Host: Ass.-Prof. Dr. Sebastian Stöckl, Liechtenstein Business School
Location: Seminarraum 10, Universität Liechtenstein
Dienstag, 26. September 2023
Sprecher: Paul Schneider, Università della Svizzera italiana
Thema: Conditional Factor Models: First Order vs. Higher Orders
Host: Ass.-Prof. Dr. Sebastian Stöckl, Liechtenstein Business School
Location: Seminarraum 2, Universität Liechtenstein
Dienstag, 10. Oktober 2023
Sprecher: Dennis Umlandt, Universität Innsbruck
Thema: Moment Conditions and Time-Varying Risk Premia
Host: Dr. Wolfgang Schadner, Liechtenstein Business School
Location: Hörsaal 3, Universität Liechtenstein
Dienstag, 07. November 2023
Sprecher: Kevin Schneider, University of Cambridge
Thema: Investment, Uncertainty, and U-Shaped Return Volatilities
Host: Dr. Wolfgang Schadner, Liechtenstein Business School
Location: Hörsaal 3, Universität Liechtenstein
Sommersemester 2023
Dienstag, 11. April 2023
Sprecher: Christian Diem, Wirtschaftsuniversität Wien
Thema: Estimating the loss of economic predictability from aggregating firm-level production networks
Host: Ass.-Prof. Dr. Sebastian Stöckl, Liechtenstein Business School
Location: Seminarraum 3, Universität Liechtenstein
Dienstag, 18. April 2023
Sprecher: Dr. Simon Glossner, Federal Reserve Board, Washington, DC
Thema: Decarbonizing Institutional Investor Portfolios
Host: Dr. Othar Kordsachia, Assistenzprofessor, Liechtenstein Business School
Location: Webinar via Zoom (Zoom Link)
Dienstag, 2. Mai 2023
Sprecher: Pedro Barroso, Católica-Lisbon School of Business and Economics
Thema: Facts, Momentum and Factor Momentum
Host: Ass.-Prof. Dr. Sebastian Stöckl, Liechtenstein Business School
Location: Seminarraum 1, Universität Liechtenstein
Dienstag, 13. Juni 2023 (verschoben vom 16. Mai!)
Sprecher: Tom Zimmermann, Universität Köln
Thema: Deep Parametric Portfolio Policies
Host: Ass.-Prof. Dr. Sebastian Stöckl, Liechtenstein Business School
Location: Seminarraum 1, Universität Liechtenstein
Wintersemester 2022/2023
Dienstag, 18. Oktober 2022
Sprecher: Prof. Dr. Raimond Maurer, Goethe-Universität Frankfurt
Thema: Life-Cycle Portfolio Choice with Stock Market Loss Framing: Explaining the empirical evidence
Host: Dr. Sebastian Stoeckl, Assistant Professor, Chair in Finance
Location: Hörsaal 5, Universität Liechtenstein
Dienstag, 15. November 2022
Sprecher: Christoph Reschenhofer, Wirtschaftsuniversität Wien
Thema: Combining Factors
Host: Dr. Sebastian Stoeckl, Assistant Professor, Chair in Finance
Location: Hörsaal 5, University of Liechtenstein
Dienstag, 22. November 2022
Sprecher: Luca Liebi, M.A., Universität St. Gallen
Thema: Survivorship and Delisting Bias in Cryptocurrency Markets
Host: Dr. Sebastian Stoeckl, Assistant Professor, Chair in Finance
Location: Seminarraum S5, Universität Liechtenstein
Sommersemester 2022
Dienstag, 22. Februar 2022 - verschoben auf 29. März 2022!
Sprecher: Tim Kroenke, Université Neuchâtel
Thema: A Skeptical Appraisal of Robust Asset Pricing Tests
Host: Sebastian Stöckl / Chair in Finance
Location: tba
Dienstag, 08. März 2022
Sprecher: Alex Weissensteiner (Free University of Bozen-Bolzano)
Thema: Learning, Equilibrium Flows, and Risk Premia (Folien)
Host: Sebastian Stöckl / Chair in Finance
Ort: Zoom (please register here)
Dienstag, 22. März 2022
Sprecher: Jukka Kettunen, Hanken School of Economics
Thema: Externalities of Mandatory CSR Disclosure Laws: Evidence from MNCs
Host: Prof. Dr. Marco Menichetti, Chair in Business Administration, Banking and Financial Management
Ort: Zoom (please register here)
Dienstag, 29. März 2022
Sprecher: Tim Kroenke, Université Neuchâtel
Thema: A Skeptical Appraisal of Robust Asset Pricing Tests
Host: Sebastian Stöckl / Chair in Finance
Location: Seminarraum S5
Dienstag, 05. April 2022
Sprecher: Prof. Dr. Christian Klein, Universität Kassel
Thema: What's it all about? The impact of sustainable investment products
Host: Prof. Dr. Marco Menichetti, Lehrstuhl in Betriebswirtschaftslehre, Bank- und Finanzmanagement
Ort: Zoom
Dienstag, 3. Mai 2022
Sprecher: Pedro Barroso, Católica-Lisbon School of Business and Economics
Thema: What Explains Price Momentum and 52-Week High Momentum When They Really Work?
Host: Sebastian Stöckl / Chair in Finance
Ort: Lecture Hall 4
Dienstag, 31. Mai 2022
Sprecher: Stefano Ramelli, University of Zurich UZH
Thema: Low-carbon mutual funds
Host: Prof. Dr. Marco Menichetti, Chair in Business Administration, Banking and Financial Management
Ort: Zoom
Wintersemester 2021/2022
Dienstag, 5. Oktober 2021
Sprecher: Matthias Hanauer (TU München/Robecco)
Thema: A Comparison of Global Factor Models
Host: Sebastian Stöckl / Chair in Finance
Location: Zoom (please register here)
Dienstag, 19. Oktober 2021
Sprecher: Guillaume Coqueret (EM LYON Business School, Autor des Buches "Machine Learning in Factor Investing")
Thema: Dirichlet Policies for Reinforced Factor Portfolios (Non-technical presentation)
Host: Sebastian Stöckl / Chair in Finance
Location: Zoom (please register here)
Dienstag, 2. November 2021: verschoben auf 22. Februar 2022
Sprecher: Tim Kroenke, Université Neuchâtel
Thema: A Skeptical Appraisal of Robust Asset Pricing Tests
Host: Sebastian Stöckl / Chair in Finance
Location: Hörsaal 4 (es gelten die 3G Regeln)
Dienstag, 30. November 2021
PhD Pitch Session 1 - Internal
Dienstag, 21. Dezember 2021
Sprecher: Michael Razen, University of Innsbruck
Thema: Non-Standard Errors
Host: Sebastian Stöckl / Chair in Finance
Location: Zoom (please register here)
Dienstag, 11 Januar 2022
Sprecher: Florian Weigert, University of Neuchâtel
Thema: Option Return Predictability with Machine Learning and Big Data
Host: Sebastian Stöckl / Chair in Finance
Location: Zoom (please register here)
Dienstag, 25. Januar 2022
Sprecher: Martin Rohleder und Jonas Zink, Universität Augsburg
Thema: The effects of mutual fund decarbonization on stock prices and carbon emissions
Host: Prof. Dr. Marco Menichetti, Lehrstuhl in Betriebswirtschaftslehre, Bank- und Finanzmanagement
Location: Zoom (please register here)
Sommersemester 2021
Dienstag, 23. Februar 2021
Sprecher: Professor Olaf Weber, University of Waterloo
Thema: Macroprudential Implications of Sustainable Regulations in the Banking Sector
Host: Prof. Dr. Marco J. Menichetti, Lehrstuhl für Betriebswirtschaftslehre, Bank- und Finanzmanagement
Location: Zoom (Bitte hier registrieren)
Dienstag, 09. März 2021
Sprecher: Emmanouil Platanakis (University of Bath)
Thema: Dynamic Portfolio Management with Machine Learning
Host: Sebastian Stöckl / Chair in Finance
Location: Zoom (Bitte hier registrieren)
Dienstag, 23. März 2021
Sprecher: Jonas Zink, Universität Augsburg und Martin Nerlinger, Universität St. Gallen
Thema: Do activist investors walk the talk? - Evidence on proxy voting and shareholder proposals by PRI signatories
Host: Prof. Dr. Marco J. Menichetti, Lehrstuhl für Betriebswirtschaftslehre, Bank- und Finanzmanagement
Location: Zoom (Bitte hier registrieren)
Dienstag, 13. April 2021
Sprecher: Theodor Cojoianu (Queen's University Belfast), Andreas Hoepner (University College Dublin), Yanan Lin (University College Dublin)
Thema: Who are Impact Investors?
Host: Dr. Lars Kaiser, Lehrstuhl für Betriebswirtschaftslehre, Bank- und Finanzmanagement
Location: Zoom (Bitte hier registrieren)
Dienstag, 27. April 2021
[cancelled/postponed]
Dienstag, 11. Mai 2021
Sprecher: Prof. Dr. Vitaly Orlov, University of St. Gallen (HSG)
Thema: In Military We Trust: The Effect of Managers’ Military Background on Mutual Fund Flows
Host: Sebastian Stöckl / Chair in Finance
Location: Zoom (Bitte hier registrieren)
Dienstag, 25. Mai 2021
Sprecher: Luca Liebi, University of St. Gallen (HSG)
Thema: Is There a Value Premium in Cryptoasset Markets?
Host: Sebastian Stöckl / Chair in Finance
Location: Zoom (Bitte hier registrieren)
Dienstag, 1. Juni 2021
Sprecher: Gianluca De Nard (University of Zurich/NYU Stern)
Thema: Using, Taming or Avoiding the Factor Zoo? Double-Shrinkage Estimation of Factor Models for Portfolio Selection in Large Dimensions
Host: Sebastian Stöckl / Chair in Finance
Location: Zoom (Bitte hier registrieren)
TBD
Sprecher: Radu Tunaru, Professor in Finance and Risk Management, University of Sussex, School of Business
Thema: TBD
Host: Sebastian Stöckl / Chair in Finance
Wintersemester 2020/2021
Dienstag, 22. September 2020
Sprecher: Dr. Stefan Wendt, Associate Professor, Department of Business Administration, Reykjavik University
Thema: Firm- and country-level determinants of green investments: An empirical analysis
Host: Prof. Dr. Marco Menichetti, Chair in Business Administration, Banking & Financial Management
Location: Zoom (Bitte bei banking@uni.li registrieren)
Dienstag, 6. Oktober 2020
Sprecher: Hanlin Yang, Department of Banking and Finance, University of Zurich
Thema: Decomposing Factor Momentum
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 13. Oktober 2020
Sprecher: Michael Hanke, Universität Liechtenstein
Thema: Political Event Portfolios: Update for the 2020 US Presidential Election
Host: Sebastian Stöckl / Chair in Finance
Location: Zoom (Bitte bei banking@uni.li registrieren)
Dienstag, 20. Oktober 2020
Sprecher: Ekaterina Kazak, University of Manchester
Thema:Portfolio Pretesting with Machine Learning
Host: Sebastian Stöckl / Chair in Finance
Location: Zoom (Bitte hier registrieren)
Dienstag, 3. November 2020
Sprecher: tba
Thema: tba
Host: tba
Dienstag, 17. November 2020
Sprecher: Research Pitch Session for PhD Students I [Internal]
Dienstag, 1. Dezember 2020
Sprecher: Research Pitch Session for PhD Students II [Internal]
Dienstag, 15. Dezember 2020
Sprecher: Prof. Dr. Sebastian Utz, University of St. Gallen (HSG)
Thema: Capital-market effects of ESG scores: Evidence from a quasi-natural experiment
Host: Prof. Dr. Marco Menichetti, Chair in Business Administration, Banking & Financial Management
Lociation: Zoom (bitte hier registrieren)
Dienstag, 12. Januar 2021
Sprecher: Dr. Marc Berninger, TU Darmstadt
Thema: „Environmental, Social and Governance Reporting in Annual Reports: A Textual Analysis“
Host: Prof. Dr. Marco Menichetti, Chair in Business Administration, Banking & Financial Management
Location: Zoom (Bitte hier registrieren)
Sommersemester 2020
Dienstag, 18. Februar 2020
Sprecher: Christian Köppel, Universität St. Gallen
Thema: Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 3. März 2020
Sprecher: Prof. Dr. Julian Thimme, Karlsruhe Institute of Technology
Thema: Non-substitutable consumption growth risk
Host: Sebastian Stöckl / Chair in Finance
ABGESAGT - Dienstag, 17. März 2020
Sprecher: Michael Razen, PhD, University of Innsbruck
Thema: FiT - Financial Training: A novel approach to improving financial literacy and economic decision making
Host: Sebastian Stöckl / Chair in Finance
ABGESAGT - Dienstag, 7. April 2020
Sprecher: Dr. Marc Berninger, TU Darmstadt
Thema: Environmental, social and governance reporting in annual reports: A textual analysis
Host: Prof. Dr. Marco J. Menichetti, Lehrstuhl für Betriebswirtschaftslehre, Bank- und Finanzmanagement
ABGESAGT: Dienstag, 21. April 2020
Sprecher: tba
Thema: tba
Host: tba
ABGESAGT: Dienstag, 28. April 2020
Sprecher: tba
Thema: tba
Host: tba
ABGESAGT: Dienstag, 19. Mai 2020
Sprecher: tba
Thema: tba
Host: tba
ABGESAGT: Dienstag, 26. Mai 2020
Sprecher: Radu Tunaru, Professor in Finance and Risk Management, University of Sussex, School of Business
Thema: The return to gaussian returns before the subprime crisis
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 02. Juni 2020 - verschoben auf 20. Oktober 2020
Speaker: Ekaterina Kazak, University of Manchester
Topic: Optimal portfolio allocation with statistical learning
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 09. Juni 2020 - verschoben
Sprecher: Professor Duane Stock, University of Oklahoma
Thema: tba
Host: Sebastian Stöckl / Chair in Finance
Wintersemester 2019/2020
Dienstag, 24. September 2019
Sprecher: Alessandro Melone, Vienna Graduate School of Finance
Thema: Asset Pricing vs Asset Expected Returning in Factor Models
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 8. Oktober 2019
Sprecher: Prof. Dr. Sebastian Utz, Institut für Operations Research und Computational Finance, Universität St. Gallen
Thema: Corporate Social Performance and Class Action Lawsuits
Host: Ass.-Prof. Dr. Lars Kaiser / Chair in Business Administration, Banking and Financial Management
Dienstag, 22. Oktober 2019
[cancelled]
Host: Chair in Business Administration, Banking and Financial Management
Dienstag, 5. November 2019
[cancelled]
Host: Chair in Business Administration, Banking and Financial Management
Dienstag, 12. November 2019
Sprecher: Dr. Martin Geiger, Liechtenstein Institut
Thema: Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 19. November 2019
Sprecher: Stefano Ramelli, University of Zurich
Thema: When Investors Call for Climate Responsibility, How Do Mutual Funds Respond?
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 3. Dezember 2019
Sprecher: Research Pitch Session for PhD Students - Chair in Finance [Intern]
Dienstag, 17. Dezember 2019
Sprecher: Research Pitch Session for PhD Students - Chair in Business Administration, Banking and Financial Management [Intern]:
Patrick Wildhaber, MSc
“Evidence on ESG Risk Materiality”
Tian Luan, MSc
“Green Bond Pricing”
Sommersemester 2019
Dienstag, 26. März 2019
Sprecher: Maximilian Bredendiek (VGSF)
Thema: A Coskewness Mimicking Factor With Conditioning Information
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 09. April 2019
Sprecher: Sascha Füllbrunn (Radboud University)
Thema: Responsibility and Limited Liability in Decision Making for Others - An experimental consideration
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 07. Mai 2019
Sprecher: Calin Valsan (Bishop's University)
Thema: State Capacity, Self-Righteousness, and Intolerance towards the Informal Economy
Host: Prof. Dr. Marco J. Menichetti / Chair in Business Administration, Banking and Financial Management
Dienstag, 21. Mai 2019
Sprecher: Alexander Kupfer (University of Innsbruck)
Thema: On the Persistence of Norms and Values: The Case of Corporate Cash Holdings in reunified Germany
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 28. Mai 2019
Sprecher: Christian Skov Jensen (Bocconi University)
Thema: Higher-Moment Risk
Host: Sebastian Stöckl / Chair in Finance
Wintersemester 2018/2019
Dienstag, 2. Oktober 2018
Sprecher: Prof. Nils Friewald, Ph.D., Norwegian School of Economics
Thema: Over-the-Counter Market Frictions and Yield Spread Changes
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 23. Oktober 2018
Sprecher: Prof. Dr. Florian Weigert, University of St. Gallen
Thema: Risk Factor Timing and Mutual Fund Performance
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 6. November 2018
Sprecher: Prof. Dr. Alexander F. Wagner, University of Zurich
Thema: Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election
Host: Sebastian Stöckl / Chair in Finance
Dienstag, 20. November 2018
Sprecher: Prof. Dr. Dr. h.c. Günter Franke, Universität Konstanz
Thema: Employee Orientation and Financial Performance of Foundation Owned Firms
Host: Prof. Dr. Marco J. Menichetti, Chair in Business Administration, Banking and Financial Management
Dienstag, 4. Dezember 2018
Sprecher: Prof. Dr. Marcel Fischer, Universität Konstanz
Thema: The Debt Tax Shield Economic Growth and Inequality
Host: Sebastian Stöckl / Chair in Finance
Sommersemester 2018
Dienstag, 6. März 2018
Sprecher: Michael Hanke, Universität Liechtenstein
Thema: «Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes»
Host: Chair in Finance
Dienstag, 20. März 2018
Sprecher: Julia E. Reynolds,Università della Svizzera Italiana
Thema: «The Impact of Trade-Through Prohibition on Liquidity Commonality»
Host: Sebastian Stöckl/Chair in Finance
Dienstag, 24. April 2018
Sprecher: Michael Reichenecker/Alexander Wagner Universität Zürich
Thema: «Which Swiss Gnomes Attract Money? Efficiency and Reputation as Performance Drivers of Wealth Management Banks»
Host: Sebastian Stöckl/Chair in Finance
Dienstag, 8. Mai 2018
Sprecher: Markus Huggenberger, Universität Mannheim
Thema: «Forward-Looking Tail Risk Measures»
Host: Sebastian Stöckl/Chair in Finance
Dienstag 22. Mai 2018
Sprecher: Cyril Bachelard/Michael Frei, OLZ Wealth Management
Thema: «Optimal portfolios and where to find them»
Host: Sebastian Stöckl/Chair in Finance
Wintersemester 2017/18
Dienstag, 28. November 2017
Sprecher: Wiebke Szymczak, Universität Liechtenstein
Thema: «Income uncertainty and retirement savings in different pension systems»
Dienstag, 5. Dezember 2017
Sprecher: Lars Kaiser, Universität Liechtenstein
Thema: «Style, Momentum and ESG Integration»
Dienstag, 12. Dezember 2017
Sprecher: Florian Weigert, University of St. Gallen
Thema: «The Absolute Return Wedge: A New Measure That Predicts Hedge Fund Performance»
Host: Sebastian Stöckl/Chair in Finance
Dienstag, 19. Dezember 2017
Nur Intern
Research Pitch Session: Institutsangehörige und PhD Studenten, Universität Liechtenstein
Themen: TBD
Sommersemester 2017
22. Februar 2017
Sprecher: Wiebke Szymczak, Universität Liechtenstein
Thema: «Recent developments in behavioral finance»
8. März 2017
Sprecher: Michael Kisser, Norwegian School of Economics (NHH)
Thema: «Leverage Dynamics of High-Frequency Debt Issuers»
22. März 2017
Sprecher: Lars Kaiser, Universität Liechtenstein
Thema: «Asset Allocation by Investment Professionals: Integration or Segmentation»
5. April 2017
Sprecher: Boris Rubtsov, Financial University, Moscow, Russia
Thema: «The Russian Financial Market and Europe: the Level of Development and Problems of Interaction»
10. Mai 2017
Sprecher: Sebastian Stöckl, Universität Liechtenstein
Thema: «Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns»
Wintersemester 2016/17
7. Dezember 2016
Sprecher: Jurij-Andrei Reichenecker, Universität Liechtenstein
Thema: «Parametric Currency Overlay»
14. Dezember 2016
Sprecher: Demelza Kelso Hays, Universität Liechtenstein
Thema: «Basics of bitcoin and blockchain technology»