HomeWho 's who

Prof. em. Dr. Marco J. Menichetti

Professor Emeritus
Liechtenstein Business School
Current Activity
  • Teaching of modules in Business Administration, Banking and Finance on graduate and undergraduate level
  • Teaching in Executive Programs of the Institute for Finance
  • Preparation and execution of conferences
  • Collaboration in commissions of the university self-government
Education
1995 — 2000

Assistant-Professor, Department of Money and Finance, University of Trier (GER)

1988 — 1993

Doctor of Philosophy (Ph.D.), International Financial Management, University of Constance (GER)

1981 — 1987

Master of Business Administration (M.B.A.), Banking, Financial Management, Human Resources at University of Mannheim (GER)

1979 — 1981

Apprenticeship in Banking, Dresdner Bank AG, Mannheim (GER)

since 1978

High School, General university entry level, Hans-Purrmann-Gymnasium, Speyer (GER)

1978 — 1979

German Army, Basic Military Service, then attending officer schools, lieutenant of the reserve

Career
since 2023

Dean of Liechtenstein Business School

since 2022

Member of President's Board

since 2014

Visiting Professor, University of International Business and Economics, Beijing City, China

since 2012

Visiting Professor, Finance University under the Government of the Russian Federation, Moscow, Russia

2012 — 2015

Visiting Professor, Tongji University, Shanghai City, China

since 2006

Chair in Business Administration, Banking and Financial Management, Academic Director of Master's degree programme in Finance

since 2006

Referee for University Accreditation (FIBAA, AAQ)

since 2005

Appointment as Full Professor in Business Administration, Banking and Financial Management, Hochschule Liechtenstein

since 2002

Set-up and management of the study program "Master of Science in Banking and Financial Management"

since 2002

Academic Director MSc in Banking and Financial Management, later MSc in Finance

2002 — 2014

Project Coordinator Erasmus Mobility in England, Finland, Latvia, Liechtenstein, Luxembourg, Malta and Cyprus

since 2001

Teaching assignments at University of Trier, University of Stuttgart, Universiy of St. Gallen (HSG), University Potsdam, Stuttgart Institute of Management and Technology (SIMT), Management Center
Innsbruck, University of Latvia (Riga), University of Malta, Università Cattolica del Sacro Cuore, Milano

since 2001

Professor for Financial Services, University of Applied Sciences Liechtenstein

2000 — 2001

Guest Lecturer, University of Florida, Gainesville, Warrington School of Business, Department of Finance, Insurance & Real Estate

since 1999

Supervisory board activity in financial services companies

1993 — 1994

Senior Equity Research Analyst, Dresdner International Research Institute GmbH, Frankfurt/M. (GER)

1988 — 1993

Research Assistant, Chair in International Financial Management, Prof. Dr. Günter Franke, University of Constance (GER)

1987 — 1988

Financial Analyst, Hoechst AG, Frankfurt/M.

since 1986

Teaching assignment, Università Cattolica del Sacro Cuore, Milano (I)

1986 — 1987

Trainee, Dresdner Bank, Milano and Frankfurt/M., Hoechst AG, Frankfurt am Main

1983 — 1987

Student Tutor in Finance, University of Mannheim (GER)

since 1981

Client Advisor, Dresdner Bank AG, Mannheim (GER)

Memberships
since 2007

DGF: Deutsche Gesellschaft für Finanzwirtschaft - German Finance Association; Münster
Schweizerische Gesellschaft für Finanzmarktforschung - Swiss Society for Financial Market Research; St. Gallen
AFA: American Finance Association; Malden MA/ USA
Alumni Banking and Financial Management e.V., Vaduz
Mitglied im Editorial Board, "Banks and Bank Systems" (International Research Journal)

since 1999

Member of Supervisory Boards, Several Companies in the Financial Services Sector
currently: Liechtenstein Life Assurance, Ruggell

since 1995

German Academic Association for Business Research

since 1989

Schmalenbach - Association

Portrait
ESG Non-Disclosure: A Risk Factor for Companies' Market Valuation?
FFF-Förderprojekt, January 2024 until March 2025

This study addresses an important gap in our understanding of how industry-specific ESGs affect market valuations and risks. While investor attention on ESG factors has increased, there is an urgent ... more ...

Student Literacy in Sustainable Finance
ERASMUS, September 2023 until February 2026

Recognising the challenges ahead, in 2018 the European Commission published its Action Plan for Sustainable Financial Growth, which aims, among other things, to redirect capital flows towards a more ... more ...

Bibliometric analysis on the EU Taxonomy
FFF-Förderprojekt, July 2023 until April 2024 (finished)

The European Union Taxonomy Regulation, adopted in 2020, plays a crucial role in promoting sustainable investments and supporting the transition to a greener economy. As a comprehensive framework, it ... more ...

Navigating the Sustainable Finance Landscape: Regulations, Investments and Practices
PhD-Thesis, since February 2023

This dissertation project explores the complex field of sustainable finance, focusing on the impact of EU regulations on the financial sector. It consists of three papers. The first paper employs ... more ...

Exploring the Interplay between ESG Factors, Greenwashing, and Market Dynamics
PhD-Thesis, since September 2022

My dissertation examines the complex relationship between corporate sustainability claims and investor response and explores the evolving link between sustainability and corporate finance. As ESG ... more ...

Sustainable Investors' Investment Preferences
FFF-Förderprojekt, January 2022 until December 2022 (finished)

Due to the increasing global demands - from both society and political leaders - for a transfor-mation to a sustainable economy, investors who want to invest sustainably are increasingly ap-pearing ... more ...

The Impact of ETF Investing
FFF-Förderprojekt, December 2021 until November 2022 (finished)

The research project at hand sets a focus on the comparison of sustainable ETF investment funds and its real world impact related to the Sustainable Development Goals (SDGs). While financial ... more ...

Sustainable investment revisited: Enhancement and Integration
PhD-Thesis, since September 2020

The dissertation consists of three papers, which focus on quantitative methods to utilize sustainability in financial management. Although, sustainability is not in scope of the first paper, we adopt ... more ...

An analysis of green investments in bond and equity markets
PhD-Thesis, September 2019 until July 2024 (finished)

The dissertation project encompasses three papers that investigate the role of Corporate Social Responsibility in both investment strategies and corporate governance. In general, the project aims to ... more ...

Impact of ESG pillars on investment decision: Evidence from applying conjoint analysis
PhD-Thesis, September 2019 until August 2023 (finished)

The paper aims to investigate investor's preferences with regard to environmental, social and governance (ESG) concerns. The sample is based on individual investors from China and United States of ... more ...

From ESG Integration to Impact Investing
ERASMUS, September 2019 until August 2022 (finished)

The overall objective of this project is to depict the differences in impact across sustainable Investment strategies. Participants will learn, that - although sustainable investment strategies are ... more ...

The impact of sustainability criteria on risk and return in the stock market
PhD-Thesis, since September 2019

Sustainability aspects such as Environmental, Social and Governance (ESG) criteria are recently often considered in the investment decisions of many financial institutions. The aim of this cumulative ... more ...

Green Bonds and trustworthy Societal Impact
PhD-Thesis, February 2019 until August 2023 (finished)

The popularity of sustainable investments, as for example is measured with ESG-Factors, has increased massively over the last decade. However, to measure the true impact of sustainable investments ... more ...

Impact Investing: destined for being neglected?
FFF-Förderprojekt, July 2018 until June 2020 (finished)

This research project sheds light to impact investing instruments. Impact investing is a rapidly increasing sustainable investment strategy, investing into companies, organizations and funds with the ... more ...

Corporate Social Responsibility and Risk: Perspectives on Materiality, Trust and Investor Preferences
FFF-Förderprojekt, June 2018 until May 2021 (finished)

This study contributes to the academic literature on CSR and ESG risk materiality. By disentangling aggregated ESG ratings according to their underlying key performance indicators (KPI) and ... more ...

Sustainable Finance, Investors' Preferences and Shareholder Value
PhD-Thesis, February 2017 until August 2021 (finished)

The dissertation deals with the issue of sustainability in the area of finance focusing on investors' preferences and shareholder value. For the doctoral thesis, a cumulative approach is applied. The ... more ...

Evidence on the link between value and sustainable investing
FFF-Förderprojekt, September 2016 until August 2018 (finished)

The research project at hand can generally be assigned to the field of fundamental investment management and combines non-financial issues in the form of ESG factors with the classical ... more ...

Diversification Potential and Interest Rate Sensitivities of Currency Carry Trades
FFF-Förderprojekt, October 2015 until July 2018 (finished)

With this research project, we want to innovate the perspective how to evaluate currency carry trades (henceforth called carry trade) and implement this enhanced perspective into the asset management ... more ...

Philanthropic institutions and neglected risks
internes Projekt, July 2015 until July 2018 (finished)

Liechtenstein is a strong market for philanthropic institutions. Foundations, esp. charitable foundations, as well as trusts are examples for philanthropic institutions. This type of institutions ... more ...

Financial opportunities of cross-border family business
internes Projekt, July 2015 until July 2018 (finished)

Liechtenstein, the sixth smallest microstate on earth (after Vatican City, Monaco, Nauru, Tuvalu and San Marino) is a very strong entrepreneurial marketplace. Family businesses dominate the vibrant ... more ...

Grenzüberschreitendes Leben und Arbeiten - Cross-border Life and Work
FFF-Förderprojekt, April 2015 until April 2019 (finished)

Emerging public policies and advanced information technologies (IT) have created new opportunities for work and life that thrive in global value chains and markets. Life, in general, and work, in ... more ...

Enhanced Carry Trades - A new Approach in Asset Management and Trading
PhD-Thesis, February 2014 until February 2018 (finished)

Standard carry trades sell low-yield currencies and buy high-yield currencies. The trading idea is to capture the interest rate differential between currencies. The unique selection criterion of ... more ...

Sustainable planning and value creation in the Lake Constance-Alpine Rhine Valley region - preparation of an international building exhibition (IBA-BA) and major research endeavours
FFF-Förderprojekt, October 2013 until November 2016 (finished)

The main purpose of the project is to support organisational innovations for the implementation of regional sustainability targets on the basis of ecological footprint characteristics and an ... more ...

Möglichkeiten zur Verbesserung des "Social Impacts" in der Mikrofinanz-Wertschöpfungskette durch Einbezug von CO2 Zertifikaten
FFF-Förderprojekt, June 2011 until June 2013 (finished)

Ziel des Projekts ist die Entwicklung einer möglichst effizienten Verknüpfung der beiden Wertschöpfungsketten "Carbon Market" und "Mikrofinanz", die zu einer Verbesserung des Lebensstandards der von ... more ...

Quantitative Investment Management and Portfolio Optimisation
PhD-Thesis, March 2011 until February 2015 (finished)

Overall, the proposed dissertation project aims to contribute to academic literature by identifying research gaps in the field of quantitative investment management and answering the respective by ... more ...

On the predictability of equity markets
PhD-Thesis, September 2009 until December 2013 (finished)

This dissertation aims to examine three core subjects within this framework: a) Reliability of qualitative predictions of professionals, b) a modified asset pricing model for prediction purposes, c) ... more ...

Regulation and its Impact on Hedge-Fund Return Distribution Characteristics
FFF-Förderprojekt, January 2009 until December 2012 (finished)

Hedge-Funds (HF) are well known alternative investment undertakings using alternative investment strategies. Recently, these alternative investment undertakings heated up discussions on regulatory ... more ...

Value Effects of Alternative Investments and the Role of Jurisdictions
PhD-Thesis, October 2008 until October 2011 (finished)

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Microfinance - Möglichkeiten und Grenzen einer neuen Anlagenklasse
FFF-Förderprojekt, December 2006 until May 2008 (finished)

Microfinance basiert auf der Idee, Menschen die keine Möglichkeit haben die Dienste lokaler Bank- und Kreditinstitute in Anspruch zu nehmen, den Zugang zum offiziellen Finanzsektor zu ermöglichen. ... more ...

Performance Measurements in Asset Management Reports for Private and Institutional Clients
Auftragsforschung, September 2005 until March 2006 (finished)

Based on recent knowledge in performance analysis different applied reporting systems are analysed to find best practice approach for reporting in asset management for private and institutional ... more ...

Währungsrisikomanagement in einem mittelständischen Unternehmen
Auftragsforschung, January 2005 until January 2006 (finished)

Unternehmerische Währungsrisiken lassen sich in Translations-, Transaktions- und ökonomische Risiken unterscheiden. Transaktionsrisiken entstehen durch vertragliche vereinbarte Forderungen und ... more ...

Die anreizeffiziente Gestaltung von Executive Stock Options
Auftragsforschung, January 1996 until January 2000 (finished)

In den 1990er Jahren begann in Europa der verstärkte Einsatz von Aktienoptionsprogrammen als Teil der Vergütung für das Top-Management. Mit dem Einsatz einer solchen variablen Vergütungskomponente ... more ...

Hedging und Bilanzierung von Währungsrisiken
Auftragsforschung, January 1989 until January 1993 (finished)

Unternehmerische Währungsrisiken lassen sich in Translations-, Transaktions- und ökonomische Risiken unterscheiden. Transaktionsrisiken entstehen durch vertragliche vereinbarte Forderungen und ... more ...

Testing International Asset Allocation
WTT, September 2007 until March 2008 (finished)

This empirical project summarizes our research effort on international stock portfolio diversification in asset management. In practice we notice that investment advisors offer their clients ... more ...

Developing a Capital Management System for a Life Insurance Undertaking
WTT, September 2007 until March 2008 (finished)

The aim of the project is to develop a tailor-made capital management system for a small life insurance company in Liechtenstein. The many different impacts on the liquidity of a life insurance ... more ...

Mergers and Acquisitions by Large Financial Investors in Germany, Austria and Switzerland
WTT, September 2007 until March 2008 (finished)

In this empirical project, we present empirical evidence on the gains and losses to target firm shareholders, focusing our analysis on the value effects from M&A transactions by financial investors. ... more ...

Market Entry Strategies for Liechtenstein Life Insurance Undertakings as an Asset Management Product in Germany and Austria
WTT, September 2006 until March 2007 (finished)

The aim of this project is the evaluation of market entry strategies for Liechtenstein life insurance undertakings as an asset management product in Germany and Austria. Legal aspects as well as ... more ...

Momentum Strategies for Swiss Investors
WTT, September 2006 until March 2007 (finished)

Different momentum strategies for Swiss investors are tested. The aim of the project is to find out if an ordinary momentum strategy for an international diversified stock portfolio can beat the ... more ...

Financing Kick-Backs for Agents of Liechtenstein Life Insurance Undertakings
WTT, September 2005 until March 2006 (finished)

The aim of this project is the evaluation of alternative financing structures for kick-backs. Legal, operating as well as strategic aspects of a life insurance company are analysed to implement a ... more ...

Decision Criteria for the Domiciling of Investment Funds
WTT, September 2005 until March 2006 (finished)

The project addresses to the study of Liechtenstein's fund location and its competitiveness in international comparison. The specific topics are sub classified into three phases. Phase 1 investigates ... more ...

  • Barroso, P., Reichenecker, J.-A., & Menichetti, M. (2021). Hedging with an Edge: Parametric Currency Overlay. Management Science, 68(1), 669-689. (ABDC_2022: A*; ABS_2021: 4*; FT_50_2016: yes; VHB_3: A+)

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  • Angerer, M., Peter, G., Stöckl, S., Wachter, T., Bank, M., & Menichetti, M. (2018). Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung (ZfbF), 70(3), 209-230. (VHB_3: B)

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  • Kaiser, L., Veress, A., & Menichetti, M. J. (2014). Enhanced Mean-Variance Portfolios: A Controlled Integration of Quantitative Predictors. Journal of Portfolio Management, 40(4), 28-41. (ABDC_2022: A; ABS_2021: 3; VHB_3: B)

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  • Menichetti, M. J., Oehri O.C., & Schäfer, H. (2009). Microfinance. WiSt - Wirtschaftswissenschatliches Studium, Heft 4, 38. Jg., 206-208.

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  • Menichetti, M. J., & Oehri,O.C. (2006). Domizilierungsentscheidungen im Fondsgeschäft. B2B - Schweizer Magazin für Kollektive Kapitalanlagen, Heft 10, August 2006, 78-81.

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  • Menichetti, M. J. (1996). Aktien-Optionsprogramme für das Top-Management - Mit kritischer Analyse aktueller Beispiele. Der Betrieb, 49. Jg. (1996), Heft 34, 1688-1692.

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  • Franke, G., & Menichetti, M. (1994). Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement. Die Betriebswirtschaft (DBW), Vol 54 (1994), Heft 2,, 193-209.

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  • Menichetti, M. J. (1992). Betriebliches Währungsmanagement: Optionen versus Futures. Die Unternehmung - Schweizerische Zeitschrift für betriebswirtschaftliche Forschung und Praxis, 46. Jg. (1992), Heft 3, 165-182.

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  • Eymann, A., & Menichetti, M. (1991). Die Regulierung des Marktes für Unternehmen in den Europäischen Gemeinschaften. ZfbF - Zeitschrift für betriebswirtschaftliche Forschung, 43. Jg. (1991), Heft 12, 1070-1086.

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  • Menichetti, M. J. (1990). Verteidigungsstrategien des Managements bei Unternehmensübernahmen in den USA. Wirtschaftswissenschaftliches Studium, 19(10), 521-524.

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  • Menichetti, M. J. (1990). Doppelwährungsanleihe: Neue Chancen- und Risikenaufteilung zwischen Gläubiger und Schuldner. Wirtschaftswissenschaftliches Studium, 19(6), 280-286.

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  • Menichetti, M. J., & Walz, H. (1987). Doppelwährungsanleihen. Anlagepraxis, o.Jg. (1987), Heft 12, 12-15.

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  • Menichetti, M. J., & Walz, H. (1987). Kriterien zur Bewertung von Doppelwährungsanleihen. Die Bank(10), 552-557.

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  • Menichetti, M. J., & Walz, H. (1987). Veredelte Anleihen. Anlagepraxis, o. Jg. (1987), Heft 8,, 11-13.

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  • Menichetti, M. J. (1993). Währungsrisiken bilanzieren und hedgen: Auswirkungen der deutschen Rechnungslegung auf die Hedge-Entscheidung.. Wiesbaden: Gabler.

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  • P. Droege, S. Güldenberg, M. J. Menichetti & S. Seidel (Eds.). (2023). Cross-Border Life and Work. Cham, Switzerland: Springer.

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  • M. J. Menichetti & P. Schädler (Eds.). (2004). Private Banking im Qualitätswettbewerb um den Kunden (1 ed.). Heidelberg: Physika.

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  • S. Geberl, H.-R. Kaufmann, Menichetti M.J. & D. Wiesner (Eds.). (2004). Aktuelle Entwicklungen der Finanzdienstleistungsbereich. Tagungsband des 3. Liechtensteinischen Finanzdienstleistungs-Symposiums. (1 ed.). Heidelberg: Physika.

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  • M. J. Menichetti & P. Schädler (Eds.). (2003). Private Banking im Schlaglicht internationaler Regulierungen. Heidelberg: Physika.

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  • B. Britzelmaier, S. Geberl, H.-R. Kaufmann & M. Menichetti (Eds.). (2002). Regulierung und Deregulierung der Finanzmärkte. Tagungsband des 2. Liechtensteinischen Finanzdienstleistungs-Symposiums. Heidelberg: Physika.

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  • Stieg, P., Kraus, S., Kirn, T., & Menichetti, M. (2023). Family Business Across National Borders: Strategies and Processes of Internationalization. In P. Droege (Ed.), Cross-Border Life and Work. Cham: Springer.

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  • Radzi, A., Droege, P., Seidel, S., Fuchs, B., & Menichetti, M. J. (2023). Regional Affordances and Resilient Communities. In P. Droege, S. Güldenberg, M. J. Menichetti & S. Seidel (Eds.), Cross-Border Life and Work. Contributions to Management Science. Cham: Springer.

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  • Schurr, F. A., & Menichetti, M. J. (2023). Cross-Border Philanthropy: Current Challenges in Corporate Governance and Financial Risk Management. In P. Droege, S. Güldenberg, M. J. Menichetti & S. Seidel (Eds.), Cross-Border Life and Work. Contributions to Management Science. Cham: Springer.

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  • Menichetti, M. J., Kaiser, L., & Veress, A. (2013). The Exchange Rate Dimension in International Asset Allocation - Lessons learned from the current financial crisis. In D. Hummel (Ed.), The Euro-Financial-Crisis – Impacts on Banking, Capital Markets, and Regulation. Report of the International Workshop in Potsdam on July 20/21, 2012 (pp. 85 -101). Potsdam, Germany: University of Potsdam Press.

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  • Ruhm, J., Menichetti, M. J., & Gantenbein, P. (2012). The Value of Analyst Recommendations for Investment Strategies on the German Market - The Decisive Role of Significant Factors. In R. Frick, P. Gantenbein & P. Reichling (Eds.), Asset Management, Festschrift für Prof. Dr. rer. nat. Dr. h.c. rer. pol. Klaus Spremann zur Emeritierung (1 ed., pp. 301-318). Bern: Haupt.

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  • Vaschauner, M., Menichetti, M. J., & Teichgreeber, B. (2012). Trading on the Volatility of the German Market. In R. Frick, P. Gantenbein & P. Reichling (Eds.), Asset Management, Festschrift für Prof. Dr. rer. nat. Dr. h.c. rer. pol. Klaus Spremann zur Emeritierung (1 ed., pp. 181-197). Bern: Haupt.

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  • Menichetti, M. J. (2007). Aussenhandelsabwicklung. In F. Thiessen (Ed.), Knapps Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens (5 ed., ). Frankfurt/M: Knapp-Verlag.

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  • Menichetti, M. J. (2007). Aussenhandelsfinanzierung. In F. Thiessen (Ed.), Knapps Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens 2007 (5 ed., ). Frankfurt/M: Knapp-Verlag.

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  • Menichetti, M. J. (2007). Investitionsrechnung, internationale. In F. Thiessen (Ed.), Knapps Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens (5 ed., ). Frankfurt/M: Knapp-Verlag.

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  • Menichetti, M. J. (2007). Investmentwesen: Kostentransparenz. In F. Thiessen (Ed.), Knapps Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens (5 ed., ). Frankfurt/M: Knapp-Verlag.

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  • Menichetti, M. J., Oehri, O., & Fausch, J. (2007). Microfinance. In F. Thiessen (Ed.), Knapps Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens (5 ed., ). Frankfurt/M: Knapp-Verlag.

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  • Menichetti, M. J. (1999). Außenhandelsabwicklung. In: Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens, 4. Aufl., Verlag Fritz Knapp, Frankfurt/M. 1999, S. 63-73. [Managing the risks in international trade]. In.

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  • Menichetti, M. J. (1999). Aussenhandelsfinanzierung. In Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens (4 ed., pp. 73-79). Frankfurt/M: Verlag Fritz Knapp.

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  • Menichetti, M. J. (1999). Investitionsrechnung: International. In Enzyklopädisches Lexikon des Geld-, Bank- und Börsenwesens (4 ed., pp. 1032-1037). Frankfurt/M: Verlag Fritz Knapp.

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  • Franke, G., & Menichetti, M. (1994). Management von Währungsrisiken. In H. Siegwart und J. Mahari. Schäffer-Poeschel (Ed.), Meilensteine im Management, Band IV (Finanzielle Führung, Finanzinnovationen, Financial Engineering) (pp. 667-683). Stuttgart.

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  • Menichetti, M. J. (2019). Impact Investing - An acceptable niche existence?. Paper presented at the New Challenges of Economic and Business Development 2019: Incentives for Sustainable Economic Growth, Conference Proceedings, Riga, Latvia.

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  • Barroso, P., Menichetti, M., & Reichenecker, J.-A. (2018). Hedging with an Edge: Parametric Currency Overlay. Paper presented at the EFMA European Financial Management Association, Annual Meeting 2018, Milan.

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  • Menichetti, M. J., & Schneider, S. (2014). Renewable Energies and Regional Value Creation - The Example of a Small State. Paper presented at the Finansowanie inwestycji w obszarze energetyki, pp. 17-40, Warzaw School of Economics.

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  • Menichetti, M. J., Vaschauner, M., & Teichgreeber, B. (2011). Is Volatility Rising Like a Phoenix? Characteristics of Volatility as an Asset Class for a German Investor. Paper presented at the Current Issues in Economic and Management Sciences, Riga.

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  • Menichetti, M. J., Ruhm, J., & Gantenbein, P. (2011). Market Price Reactions of Analyst Revisions and Determining Factors on the German Stock Market. Paper presented at the Current Issues in Economic and Management Sciences, Riga.

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  • Menichetti, M. J., Oehri, O. C., & Fausch, J. (2009). Microfinance Investment Funds - Analysis of Portfolio Impact. Paper presented at the Finance and Accounting, International Scientific Conference Proceedings, Riga.

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  • Menichetti, M. J., & Hilty R. (2009). Hedge Fund Classifications and Portfolio Construction. Paper presented at the Finance and Accounting, International Scientific Conference Proceedings, Riga.

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  • Menichetti, M. J., Vaschauner, M., Dreher, C., & Fausch, J. (2009). Exchange Rate Changes and Internationally Diversified Portfolios - Perspective of an European Investor. Paper presented at the Finance and Accounting, International Scientific Conference Proceedings, Riga.

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  • Menichetti, M. J., & Vaschauner, M. (2009). Mergers and Acquisitions by Large Financial Investors in Germany - What does the market believe?. Paper presented at the Finance and Accounting, International Scientific Conference Proceedings, Riga.

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  • Menichetti, M. J., & Vaschauner, M. (2009). Momentum Strategies in Boom Markets: A Case Study for the Indian Stock Market. Paper presented at the Finance and Accounting, International Scientific Conference Proceedings, Riga.

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  • Menichetti, M. J. (2004). Die Performance-Darstellung von Wertschriften-Portfolios. Paper presented at the Private Banking im Qualitätswettbewerb um den Kunden, Heidelberg.

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  • Menichetti, M. J. (2004). Accustomed Swiss Thoroughness and Accuracy in Executive Stock Options Programs?. Paper presented at the Aktuelle Entwicklungen im Finanzdienstleistungsbereich (Tagungsband des 3. Liechtensteinischen Finanzdienstleistungs-Symposiums), Heidelberg.

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  • Menichetti, M. J. (2003). Basel II und seine Bedeutung für Kleinstaaten. Paper presented at the Private Banking im Schlaglicht internationaler Regulierungen, Heidelberg.

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  • Menichetti, M. J. (2002). Deregulation, Volatility, and Implications for Risk Management Concepts. Paper presented at the Regulierung und Deregulierung der Finanzmärkte (Tagungsband des 2. Liechtensteinischen Finanzdienstleistungs-Symposiums), Heidelberg.

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  • Menichetti, M. J. (1999). Anreizeffizientes Design von Executive Stock Options. Paper presented at the Managementinstrumente und -konzepte (Tagungsband der 60. Wissenschaftlichen Jahrestagung des Verbandes der Hochschullehrer für Betriebswirtschaft e.V.), Stuttgart.

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  • Barroso, P., Menichetti, M., & Reichenecker, J.-A. (2017). Hedging with an Edge: Parametric Currency Overlay. Presented at the 30th Australasian Finance and Banking Conference 2017, Sydney.

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  • Kaiser, L., Veress, A., & Menichetti, M. (2013). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the Eastern Finance Association Annual Meeting, St. Pete Beach (Florida, US).

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  • Menichetti, M. J. (2013). On the Exchange Rate Dimension in International Asset Allocation. , Tsinghua University, PBC School of Finance, Peking.

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  • Menichetti, M. J. (2013). Sukuk as a Diversifier in Traditional Mixed Asset Portfolios. , CIBFM Center for Islamic Banking and Finance, Brunei Darussalam.

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  • Kaiser, L. (2013). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the Quantitiative & Asset Management Workshop 2013, Venice (Italy).

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  • Kaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced optimal portfolios - A controlled intergration of quantitative predictors. Presented at the 29th GdRE Annual International Symposium on Money, Banking and Finance, Nantes (France).

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  • Kaiser, L., Veress, A., & Menichetti, M. (2012). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the 2012 International Doctoral Seminar, Fribourg (Switzerland).

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  • Kaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the 25th Australasian Banking and Finance Conference, Sydney (Australia).

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  • Kaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the 2012 Auckland Finance Meeting, Auckland (New Zealand).

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  • Kaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced Mean-Variance Portfolios: A Controlled Integration of Quantitative Predictors. Presented at the Research Seminar at City University Hong Kong, Hong Kong.

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  • Vaschauner, M., & Menichetti, M. (2009). Mergers and Acquisitions by Large Financial Investors in Germany - What does the market believe?. Presented at the International Scientific Conference Paper: Finance and Accounting - Theory and Practice, Development and Trends, Riga.

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  • Vaschauner, M., & Menichetti, M. (2009). Momentum Strategies in Boom Markets: A Case Study for the Indian Stock Market. Presented at the International Scientific Conference Paper: Finance and Accounting - Theory and Practice, Development and Trends, Riga.

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  • Vaschauner, M., Menichetti, M., Dreher, C., & Fausch, J. (2009). Exchange Rate Changes and Internationally Diversified Portfolios - Perspective of a European Investor. Presented at the International Scientific Conference Paper: Finance and Accounting - Theory and Practice, Development and Trends, Riga.

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  • Menichetti, M. J., & Hilty R. (2008). Die Integration von Hedge Funds in die Portfoliogestaltung. Working Paper 1-2008. , Institute for Financial Services, Hochschule Liechtenstein.

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  • Eymann, A., & Menichetti, M. (1990). Die Regelung von Übernahmeangeboten und deren Umsetzung für den Europäischen Binnenmarkt.

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  • Menichetti, M. J., & Treyer, M. (2016). Energy Transition: Regional Value Creation & Carbon Emissions. University of Liechtenstein.

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  • Menichetti, M. J. (2012). Importance of Reference and Investment Currency in International Asset Allocation. The Euro-Financial-Crisis: Impacts on Banking, Capital Markets, and Regulation. , University of Potsdam.

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  • Menichetti, M. J. (2012). The Exchange Rate Dimension in International Asset Allocation. , Tongji Universität Shanghai.

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  • Menichetti, M. J. (2012). The Importance of Exchange Rates in International Asset Allocation. , University of International Business and Economics, School of Banking and Finance, Peking.

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