Aron Veress

University of Liechtenstein

Research Assistant

F├╝rst-Franz-Josef-Strasse

Vaduz, 9490

Liechtenstein

http://www.uni.li/

SCHOLARLY PAPERS

3

DOWNLOADS

142

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Long-Only Momentum, Currency Hedging and Transaction Costs: Implications for a Swiss Equity Investor

Number of pages: 15 Posted: 11 Oct 2013
Hochschule Liechtenstein - Institute of Financial Services, University of Liechtenstein, Liechtenstein University and University of Liechtenstein
Downloads 112 (262,595)
Citation 1

Abstract:

Loading...

Momentum; Currency; Hedging; Transaction Costs; Switzerland

2.

Forecasting Quality of Professionals: Does Affiliation Matter?

Quarterly Review of Economics and Finance, Forthcoming
Number of pages: 25 Posted: 20 Jan 2016 Last Revised: 09 Jan 2020
Aron Veress and Lars Kaiser
University of Liechtenstein and University of Liechtenstein
Downloads 30 (499,589)

Abstract:

Loading...

Livingston survey, return prediction, academics, bankers, fed

3.

Enhanced Mean-Variance Portfolios - A Controlled Integration of Quantitative Return Estimates

Journalof Portfolio Management, Vol. 40, No. 4, 2014, 25th Australasian Finance and Banking Conference 2012, https://doi.org/10.3905/jpm.2014.40.4.028
Posted: 21 May 2019
Lars Kaiser, Marco J. Menichetti and Aron Veress
University of Liechtenstein, Liechtenstein University and University of Liechtenstein

Abstract:

Loading...

Bayesian portfolio construction, Black-Litterman, downside risk, enhanced indexing, goodness-of-fit, random sampling