Publikationen

Wir publizieren regelmäßig in wissenschaftlichen Zeitschriften und stehen damit im Austausch mit der akademischen Forschung in unseren Kerndisziplinen Computer Science, Capital Markets, Investment Strategies, Neuroscience sowie Machine Learning & Statistics.

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Faktorbasierte Aktienstrategien im Konjunkturzyklus

Oertmann, Peter, (2018) Absolut Report

Investment Strategies
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Tax Loss Carrybacks: Investment Stimulus versus Misallocation

Maximilian Müller, Inga Bethmann and Martin Jacob, (2018) The Accounting Review , (93): 101–125

Capital Markets
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Share repurchases and myopia: Implications on the stock and consumer markets

Bendig, D., Willmann, D., Strese, S., & Brettel, M., (2018) Journal of Marketing , 82(2), 19-41

Capital Markets
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How Does Financial Reporting Regulation Affect Firms’ Banking?

Maximilian Müller, Matthias Breuer and Katharina Hombach, (2018) The Review of Financial Studies , (31): 1265–1297

Capital Markets
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Factorbased equity strategies in the business cycle – some basic analyses

Oertmann, Peter, (2018) Vontobel Asset Management

Investment Strategies
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How to understand and harvest risk premia in capital markets

Oertmann, Peter, (2018) Vontobel Asset Management

Capital Markets
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Factor Investing: Alter Wein, aber ein tolles Cuveé

Oertmann, Peter, (2017) Absolut Report

Investment Strategies
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Mercury: A transparent guided i/o framework for high performance i/o stacks

G Congiu, M Grawinkel, F Padua, J Morse, T Süß, A Brinkmann, (2017) 25th Euromicro International Conference on Parallel, Distributed and …

Computer Science
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Myopic Marketing and R&D Management in the Context of Corporate Financing: An Empirical Investigation of Manifestations and Consequences

Willmann, D., (2017) Apprimus Verlag

Capital Markets
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Recognition or Disclosure: The Perception of Investors

Maximilian Müller, Thorsten Sellhorn, (2017) Controlling & Management Review , (61): 50–55

Capital Markets
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The Effectiveness of Public Enforcement: Evidence from the Resolution of Tunneling in China

Maximilian Müller, Lars H. Haß and Sofia Johan, (2016) Journal of Business Ethics , (134): 649–668

Capital Markets
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Wealth Effects of Rare Earth Prices and China’s Rare Earth Elements Policy

Maximilian Müller, Denis Schweizer and Volker Seiler, (2016) Journal of Business Ethics , (138): 627–648

Capital Markets
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Constrained Modelling of 3-Valent Meshes Using a Hyperbolic Deformation Metric

Richter, Ronald & Eric Kyprianidis, Jan & Springborn, Boris & Alexa, Marc, (2016) Computer Graphics Forum

Computer Science
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Reversible Markov chain estimation using convex-concave programming

Trendelkamp-Schroer, Benjamin & Wu, Hao & Noé, Frank, (2016)

Machine Learning
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Lonestar raid: Massive array of offline disks for archival systems

M Grawinkel, L Nagel, A Brinkmann, (2016) ACM Transactions on Storage (TOS) , 12 (1), 5

Computer Science
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Corporate Fraud and Bank Loan Contracting: Chinese Evidence

Maximilian Müller, Lars H. Haß and Zhifang Zhang, (2015) Sustainable Entrepreneurship in China , 1–22

Capital Markets
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Recognition versus Disclosure of Fair Values

Maximilian Müller, Edward J. Riedl and Thorsten Sellhorn, (2015) The Accounting Review , (90): 2411–2447

Capital Markets
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Tournament Incentives and Corporate Fraud

Maximilian Müller, Lars H. Haß and Skrålan Vergauwe, (2015) Journal of Corporate Finance , (34): 251–267

Capital Markets
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The Practice of Myopic Marketing and Innovation Management and Credit Ratings

Willmann, D., & Brettel, M., (2015) In Academy of Management Proceedings , 1, 13359

Capital Markets
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Beam meshes

Richter, Ronald & Alexa, Marc, (2015) Computers & Graphics , 53

Computer Science
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LoneStar: Design and Evaluation of an Energy-Efficient, Disk-Based Archival Storage System

M Grawinkel, (2015) PhD Thesis, Johannes Gutenberg University Mainz

Computer Science
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Evaluation of a hash-compress-encrypt pipeline for storage system applications

M Grawinkel, M Mardaus, T Süß, A Brinkmann, (2015) IEEE International Conference on Networking, Architecture and Storage

Computer Science
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Analysis of the {ECMWF} Storage Landscape

M Grawinkel, L Nagel, M Mäsker, F Padua, A Brinkmann, L Sorth, (2015) 13th USENIX Conference on File and Storage Technologies , 15-27

Computer Science
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Myopic Marketing and Innovation Management: The Relevance of Financial Leverage

Willmann, D. & Brettel, M., (2015) Proceedings INFORMS Marketing Science Conference

Capital Markets
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PyEMMA 2: A Software Package for Estimation, Validation, and Analysis of Markov Models

Scherer, Martin & Trendelkamp-Schroer, Benjamin & Paul, Fabian & Pérez-Hernández, Guillermo & Hoffmann, Moritz & Plattner, Nuria & Wehmeyer, Christoph & Prinz, Jan-Hendrik & Noé, Frank, (2015) Journal of Chemical Theory and Computation , 11, 5525-5542

Machine Learning
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Estimation and uncertainty of reversible Markov models

Trendelkamp-Schroer, Benjamin & Wu, Hao & Paul, Fabian & Noé, Frank, (2015) The Journal of Chemical Physics , 143

Machine Learning
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Mahalanobis centroidal Voronoi tessellations

Richter, Ronald & Alexa, Marc, (2014) Computers & Graphics , 46

Computer Science
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Efficient Estimation of Rare-Event Kinetics

Trendelkamp-Schroer, Benjamin & Noé, Frank, (2014) Physical Review X , 6

Machine Learning
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Lone Star Stack: Architecture of a Disk-Based Archival System

M Grawinkel, G Best, M Splietker, A Brinkmann, (2014) 9th IEEE International Conference on Networking, Architecture, and …

Computer Science
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Point estimates in phylogenetic reconstructions

P Benner, M Bačák, PY Bourguignon, (2014) Bioinformatics , 30 (17), 534-540

Neuroscience
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POSTER: Optimizing scientific file I/O patterns using advice based knowledge

G Congiu, M Grawinkel, F Padua, J Morse, T Süß, A Brinkmann, (2014) IEEE International Conference on Cluster Computing (CLUSTER) , 282-283

Computer Science
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Nehmen Sie sich Zeit für Ihr Beta

Oertmann, Peter, (2013) Absolut Report

Investment Strategies
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Inhomogeneous parsimonious Markov models

R Eggeling, A Gohr, PY Bourguignon, E Wingender, I Grosse, (2013) Joint European Conference on Machine Learning and Knowledge Discovery in …

Machine Learning
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Efficient Bayesian estimation of Markov model transition matrices with given stationary distribution

Trendelkamp-Schroer, Benjamin & Noé, Frank, (2013) The Journal of Chemical Physics , 138

Machine Learning
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Human Object Sketches: Datasets, Descriptors, Computational Recognition and 3d Shape Retrieval

M Eitz, (2012) PhD Thesis, Universitätsbibliothek der Technischen Universität

Machine Learning
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Sketch-Based Shape Retrieval

Eitz, Mathias & Richter, Ronald & Hildebrand, Kristian & Alexa, Marc, (2012) ACM Transactions on Graphics , 31 (4), 31:1-31:10

Machine Learning
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How Do Humans Sketch Objects?

M Eitz, J Hays, M Alexa, (2012) ACM Transactions on Graphics (Proceedings SIGGRAPH) , 31 (4), 44:1-44:10

Machine Learning
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EMMA: A Software Package for Markov Model Building and Analysis

Senne, Martin & Trendelkamp-Schroer, Benjamin & S. J. S. Mey, Antonia & Schütte, Christof & Noé, Frank, (2012) Journal of Chemical Theory and Computation , (8), 2223–2238

Machine Learning
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Photosketcher: Interactive Sketch-Based Image Synthesis

Eitz, Mathias & Richter, Ronald & Hildebrand, Kristian & Boubekeur, Tamy & Alexa, Marc, (2012) IEEE Computer Graphics and Applications , (31), 56-66

Machine Learning
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SHREC'12 Track: Sketch-Based 3D Shape Retrieval

B. Li, T. Schreck, A. Godil, M. Alexa, T. Boubekeur, B. Bustos, J. Chen, M. Eitz, T. Furuya, K. Hildebrand, S. Huang, H. Johan, A. Kuijper, R. Ohbuchi, R. Richter, J. M. Saavedra, M. Scherer, T. Yanagimachi, G. J. Yoon, S. M. Yoon, (2012) Eurographics Workshop on 3D Object Retrieval 2012

Machine Learning
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Towards Dynamic Scripted pNFS Layouts

M Grawinkel, T Süß, G Best, I Popov, A Brinkmann, (2012) 7th parallel data storage workshop

Computer Science
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One phase commit: A low overhead atomic commitment protocol for scalable metadata services

G Congiu, M Grawinkel, S Narasimhamurthy, A Brinkmann, (2012) IEEE International Conference on Cluster Computing Workshops , 16-24

Computer Science
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Gibbs sampling for parsimonious Markov models with latent variables

R Eggeling, PY Bourguignon, A Gohr, I Grosse, (2012) The sixth European workshop on probabilistic graphical models

Machine Learning
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Sketch-based image retrieval: benchmark and bag-of-features descriptors

M Eitz, K Hildebrand, T Boubekeur, M Alexa, (2011) IEEE Transactions on Visualization and omputer Graphics , 17 (11), 1624-1636

Machine Learning
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Lonestar: An energy-aware disk based long-term archival storage system

M Grawinkel, M Pargmann, H Domer, A Brinkmann, (2011) IEEE 17th International Conference on Parallel and Distributed Systems

Computer Science
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Learning to classify human object sketches

M Eitz, J Hays, (2011) ACM SIGGRAPH Talks , 30

Machine Learning
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Core and panmetabolism in Escherichia coli

G Vieira, V Sabarly, PY Bourguignon, M Durot, F Le Fèvre, D Mornico, (2011) Journal of Bacteriology , 193 (6), 1461-1472

Neuroscience
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1/N für die Asset Allocation

Oertmann, Peter, Daniel Seiler und Franziska Kirner, (2011) Absolut Report

Investment Strategies
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Presentation of Other Comprehensive Income according to IAS 1 (rev. 2011)

Maximilian Müller, Stefan Hahn and Thorsten Sellhorn, (2011) Die Wirtschaftsprüfung , 64: 1013–1016

Capital Markets
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Environment-Assisted Error Correction of Single-Qubit Phase Damping

Trendelkamp-Schroer, Benjamin & Helm, Julius & T. Strunz, Walter, (2011) Physical Review A. , 84

#N/A
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Evaluation of applied intra-disk redundancy schemes to improve single disk reliability

M Grawinkel, T Schafer, A Brinkmann, J Hagemeyer, M Porrmann, (2011) IEEE 19th Annual International Symposium on Modelling, Analysis, and …

Computer Science
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The case of Lehman Bros. – Balance sheet manipulation using repo 105/108 transactions

Maximilian Müller, Stefan Hahn and Thorsten Sellhorn, (2010) Der Betrieb , 63: 2117–2124

Capital Markets
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The new order of US GAAP

Maximilian Müller, Stefan Hahn and Thorsten Sellhorn, (2010) Zeitschrift für internationale und kapitalmarktorientierte Rechnungslegung , (10): 154–163

Capital Markets
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Interactively browsing large image collections

R Richter, M Eitz, M Alexa, (2010) ACM SIGGRAPH Talks , 42

Machine Learning
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An evaluation of descriptors for large-scale image retrieval from sketched feature lines

M Eitz, K Hildebrand, T Boubekeur, M Alexa, (2010) Computers & Graphics , 34 (5), 482-498

Machine Learning
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Sketch-based 3D shape retrieval

M Eitz, K Hildebrand, T Boubekeur, M Alexa, (2010) ACM SIGGRAPH 2010 Talks , 5

Machine Learning
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Challenges in experimental data integration within genome-scale metabolic models

PY Bourguignon, A Samal, F Képès, J Jost, OC Martin, (2010) Algorithms for Molecular Biology , 5 (1), 20

Neuroscience
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A dynamic neural field model of mesoscopic cortical activity captured with voltage-sensitive dye imaging

Markounikau, V., Igel, C., Grinvald, A., & Jancke, D., (2010) PLoS Computational Biology , 6(9)

Neuroscience
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Standpunkte: Welche Strategie trifft die besseren Anlageentscheidungen?

Oertmann, Peter, (2009) spn

Investment Strategies
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Beta effektiver nutzen

Oertmann, Peter, (2009) Absolut Report

Investment Strategies
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Nicht eine Frage des Stils, sondern des Timings: Mit Value- und Growth-Zyklen richtig umgehen

Oertmann, Peter, (2000) Neue Zürcher Zeitung, Börsen und Märkte

Investment Strategies
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The interaction of financial reporting and the financial crisis

Maximilian Müller, Stefan Hahn and Thorsten Sellhorn, (2010) Zeitschrift für Controlling und Management , (54): 19–21

Capital Markets
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The IASB’s exposure draft on other comprehensive income

Maximilian Müller, Stefan Hahn and Thorsten Sellhorn, (2010) Die Wirtschaftsprüfung , (63): 955–958

Capital Markets
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Neue Möglichkeiten für eine dynamische Asset Allocation

Oertmann, Peter und Daniel Seiler, (2010) Absolut Report

Investment Strategies
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Comprehensive Income

Maximilian Müller, Thorsten Sellhorn, (2009) Bilanzen im Mittelstand , (2): 72

Capital Markets
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Photosketch: A sketch based image query and compositing system

M Eitz, K Hildebrand, T Boubekeur, M Alexa, (2009) SIGGRAPH 2009: Talks , 60

Machine Learning
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A descriptor for large scale image retrieval based on sketched feature lines

M Eitz, K Hildebrand, T Boubekeur, M Alexa, (2009) Eurographics Symposium on Sketch-Based Interfaces and Modeling , 29-36

Machine Learning
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Computational analysis of metabolic networks

PY Bourguignon, J van Helden, C Ouzounis, V Schächter, (2008) Modern Genome Annotation , 329-351

Neuroscience
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An EM algorithm for estimation in the mixture transition distribution model

S Lèbre, PY Bourguignon, (2008) Journal of Statistical Computation and Simulation , 78 (8), 713-729

Machine Learning
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Continuous reference images for FTIR touch sensing

Alexa, Marc & Bollensdorff, Björn & Breßler, Ingo & Elstner, Stefan & Hahne, Uwe & Kettlitz, Nino & Lindow, Norbert & Lubkoll, Robert & Richter, Ronald & Stripf, Claudia & Szczepanski, Sebastian & Wessel, Karl & Zander, Carsten, (2008) In Proceedings of the 18th annual ACM symposium on User interface software and technology , 115""118

Computer Science
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Genome-scale models of bacterial metabolism: reconstruction and applications

M Durot, PY Bourguignon, V Schachter, (2008) FEMS Microbiology Reviews , 33 (1), 164-190

Neuroscience
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Sketch based image deformation

M Eitz, O Sorkine, M Alexa, (2007) Vision, Modeling and Visualization , 135-142

Computer Science
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Hierarchical spatial hashing for real-time collision detection

M Eitz, G Lixu, (2007) IEEE International Conference on Shape Modeling and Applications , 61-70

Computer Science
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Fuzzy Logic Based Admission Control for Multimedia Streams in the UPnP QoS Architecture

M Ditze, M Grawinkel, (2007) 21st International Conference on Advanced Information Networking and …

Computer Science
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Wie Informationen mehr Rendite bringen

Oertmann, Peter, (2007) Euro am Sonntag

Investment Strategies
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Alpha verkauft sich

Oertmann, Peter, (2006) Private Wealth

Investment Strategies
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Konditionierte Anlagestrategien in Rohstoff-Futures

Markert, Viola und Peter Oertmann, (2006) Absolut Report

Investment Strategies
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The Effect of Hedge Funds on the Risk Profile of Global Portfolios

Oertmann, Peter, (2006) Hedge Funds and Managed Futures, A Handbook for Institutional Investors, Riskbooks

Investment Strategies
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Property-driven statistics of biological networks

PY Bourguignon, V Danos, F Képes, S Smidtas, V Schächter, (2006) Transactions on Computational Systems Biology , VI, 1-15

Neuroscience
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Variation in crossing-over rates across chromosome 4 of Arabidopsis thaliana reveals the presence of meiotic recombination “hot spots”

J Drouaud, C Camilleri, PY Bourguignon, A Canaguier, A Bérard, (2006) Genome research , 16 (1), 106-114

Neuroscience
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seq++: analyzing biological sequences with a range of Markov-related models

V Miele, PY Bourguignon, D Robelin, G Nuel, H Richard, (2005) Bioinformatics , 21 (11), 2783-2784

Machine Learning
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Risiken von Hedge Funds aus der Perspektive eines global diversifizierten Investors

Oertmann, Peter und Greg Sohn, (2005) Absolut Report

Investment Strategies
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Der Einfluss von Hedge Funds auf das Risiko globaler Portfolios

Oertmann, Peter und Greg Sohn, (2005) Handbuch Hedge Funds, Uhlenbruch Verlag

Investment Strategies
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Modeles de Markov parcimonieux: sélection de modele et estimation

PY Bourguignon, D Robelin, (2004) Proceedings of JOBIM

Machine Learning
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Absolute Return statt Benchmark-Strategien

Oertmann, Peter et al., (2004) Börsen-Zeitung , Nr. 45

Investment Strategies
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Absolute Returns mit taktischer Asset Allokation

Oertmann, Peter, (2003) Absolut Report

Investment Strategies
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Global Asset Allocation: New Methods and Applications

Zimmermann, Heinz und Drobetz, Wolfgang und Oertmann, Peter, (2003) John Wiley & Sons

Investment Strategies
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Zyklische und antizyklische Handelsstrategien am Schweizer Aktienmarkt: Marktineffizienzen oder ökonomisch fundierte Gewinnpotenziale

Mettler, Ueli und Oertmann, Peter, (2003) Handbuch Institutionelles Asset Management, Gabler Verlag

Investment Strategies
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Gehandelte Erwartungen

Oertmann, Peter, (2003) Hedge Funds Magazin , Nr. 3.

Investment Strategies
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Vernachlässigte Kreditrisikoprämien

Oertmann, Peter und Zimmermann, Heinz, (2002) Neue Zürcher Zeitung, Börsen und Märkte

Capital Markets
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Taktische Asset Allocation auf der Basis konditionierter Renditeerwartungen

Drobetz, Wolfgang und Oertmann, Peter, (2002) Handbuch Portfoliomanagement, Uhlenbruch Verlag.

Investment Strategies
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Interest rate risk of European financial corporations

Oertmann, Peter und Rendu, Christel und Zimmermann, Heinz, (2000) European Financial Management

Capital Markets
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Why do value stocks earn higher returns than growth stocks, and vice versa?

Oertmann, Peter, (2000) Financial Markets and Portfolio Management

Investment Strategies
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Die Risikoprämie als Teil der Renditeerwartung: Variierende Preise für die gehandelten Risiken

Oertmann, Peter, (1998) Neue Zürcher Zeitung, Börsen und Märkte

Capital Markets
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Neuer starker Trend zum aktiven Management …

Oertmann, Peter, (1998) Finanz und Wirtschaft

Investment Strategies
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Statistische Methoden für die taktische Asset Allocation: Neue Modelle

Oertmann, Peter, (1998) Finanz und Wirtschaft

Investment Strategies
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Risk and Return: Vom CAPM zur modernen Asset Pricing Theory

Oertmann, Peter und Zimmermann, Heinz, (1998) Economics Today, Verlag NZZ

Capital Markets
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Ein konditioniertes Multifaktorenmodell für das Management internationaler Aktienanlagen

Oertmann, Peter, (1998) Handbuch Portfoliomanagement, Uhlenbruch Verlag

Investment Strategies
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Global Economic Risk Profile

Oertmann, Peter und Zimmermann, Heinz, (1998) Schweizer Bank , 4

Investment Strategies
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Neue Strategien zur Diversifikation

Oertmann, Peter und Zimmermann, Heinz, (1998) Schweizer Bank , 3

Investment Strategies
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Über die Konditionierung auf das Klima …

Oertmann, Peter, (1998) Insider, Schweizerisches Institut für Banken und Finanzen , 1

Investment Strategies
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Kein Schutz, wenn er am nötigsten wäre …

Oertmann, Peter, (1997) Finanz und Wirtschaft

Investment Strategies
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Die Finanzmärkte tanzen zunehmend im Gleichschritt

Oertmann, Peter und Zimmermann, Heinz, (1997) Finanz und Wirtschaft

Capital Markets
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Zusammenwachsen der Märkte fordert internationales Asset Management heraus

Oertmann, Peter, (1997) Finanzmarkt Schweiz

Capital Markets
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Das Märchen der psychologischen Index-Barrieren

Oertmann, Peter, (1997) Finanzmarkt Schweiz

Capital Markets
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Bestimmungsfaktoren der Aktienmarktentwicklung: Eine empirische Analyse für den Schweizer Aktienmarkt

Oertmann, Peter und Zimmermann, Heinz, (1997) Finanzplatz Schweiz, Verlag NZZ

Capital Markets
z

Wieviel Noise erträgt ein Prognosemodell für die taktische Asset Allokation?

Oertmann, Peter und Zimmermann, Heinz, (1997) Financial Markets and Portfolio Management , Vol. 11.

Investment Strategies
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Das Zinsänderungsrisiko bestimmt die Kapitalkosten

Oertmann, Peter und Zimmermann, Heinz, (1997) Schweizer Bank

Capital Markets
z

Wenn Wall Street hustet …- Die Preisvolatilität von US-Aktien als globales Risiko

Oertmann, Peter, (1996) Neue Zürcher Zeitung, Börsen und Märkte

Capital Markets
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Die optimale Grösse des Verwaltungsrats: Wie bewertet die Börse die Ausgestaltung des Führungsorgans?

Grünbichler, Andreas und Oertmann, Peter, (1996) Neue Zürcher Zeitung, Fokus der Wirtschaft

Capital Markets
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Über die Kapitalkosten von Grossbanken bei integrierten Kapitalmärkten

Oertmann, Peter und Zimmermann, Heinz, (1996) Schweizerisches Bankwesen im Umbruch, Verlag Paul Haupt.

Capital Markets
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Investment Style

Oertmann, Peter, (1996) Fit for Finance, Verlag NZZ

Investment Strategies
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Capital Asset Pricing Model

Oertmann, Peter, (1996) Fit for Finance, Verlag NZZ

Capital Markets
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Lassen sich Aktienkurse prognostizieren?

Oertmann, Peter, (1996) Fit for Finance, Verlag NZZ

Capital Markets
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Corporate Governance – Schweizer Erfahrungen

Grünbichler, Andreas und Oertmann, Peter, (1996) Zeitschrift für Betriebswirtschaft (ZFB), Sonderausgabe Governance Structures

Capital Markets
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U.S. Mutual Fund Characteristics Across the Investment Spectrum

Oertmann, Peter und Heinz Zimmermann, (1996) The Journal of Investing , Vol. 5.

Investment Strategies
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Über die psychologische Wirkung eines Indexstandes

Oertmann, Peter, (1996) Financial Markets and Portfolio Management , Vol. 10.

Capital Markets
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Bestimmt die Wall Street das weltweite Börsengeschehen?

Oertmann, Peter, (1995) Financial Markets and Portfolio Management , Vol. 9.

Capital Markets
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Size und Performance von deutschen Aktien

Oertmann, Peter, (1994) Financial Markets and Portfolio Management , Vol. 8.

Capital Markets
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Firm-Size-Effekt am deutschen Aktienmarkt

Oertmann, Peter, (1994) Zeitschrift für betriebswirtschaftliche Forschung , Vol. 46

Capital Markets
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Global Risk Premia on International Investments

Oertmann, Peter, (1996) Gabler

Capital Markets
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