Frederik Wisser

Quoniam Asset Management GmbH

Frankfurt

Germany

EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting

Gustav-Stresemann-Ring 3

Wiesbaden, Hessen 65189

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

1,505

TOTAL CITATIONS

2

Scholarly Papers (4)

1.

Putting Credit Factor Investing into Practice

Journal of Portfolio Management, 2023, 49(2), pp. 188–215
Number of pages: 1 Posted: 11 Mar 2021 Last Revised: 19 Jan 2024
Hendrik Kaufmann, Philip Messow and Frederik Wisser
Deka Investment GmbH, Robeco Institutional Asset Management and Quoniam Asset Management GmbH
Downloads 876 (58,100)
Citation 2

Abstract:

Loading...

Cross-sectional Asset Pricing, Corporate Bonds, Factor Investing, Portfolio Construction

2.

Back to the Future: The Role of Forward-looking Climate Metrics in Decarbonization Portfolios

Number of pages: 36 Posted: 17 Jun 2022 Last Revised: 05 Aug 2022
Jieyan Fang-Klingler, Maximilian Stroh and Frederik Wisser
Quoniam Asset Management GmbH, Quoniam Asset Management and Quoniam Asset Management GmbH
Downloads 325 (195,289)

Abstract:

Loading...

Carbon Emissions, Climate Change, Climate Targets, Decarbonization, ESG, Green Patents

3.

News Sentiment

Number of pages: 42 Posted: 28 Jun 2023
Benjamin Golez, Rasa Karapandza and Frederik Wisser
University of Notre Dame, EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting and Quoniam Asset Management GmbH
Downloads 171 (365,934)

Abstract:

Loading...

Textual analysis, Machine Learning, News sentiment, Stock returns

4.

Coreference Resolution for Measuring Sentiment in Financial News

Number of pages: 33 Posted: 15 Jul 2022
Rasa Karapandza and Frederik Wisser
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting and Quoniam Asset Management GmbH
Downloads 133 (450,248)

Abstract:

Loading...

Textual analysis, News media, Language, Bag-of-words, Coreference resolution, Sentiment analysis, Word lists