Faculty of Science, Technology and Medicine
Faculty of Law, Economics and Finance
Faculty of Humanities, Education and Social Sciences
Interdisciplinary Centre for Security, Reliability and Trust
Luxembourg Centre for Systems Biomedicine
Luxembourg Centre for Contemporary and Digital History
Luxembourg Centre for European Law
Luxembourg Centre for Socio-Environmental SystemsOrganisation: Department of Finance
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News
Project Alpha workshop showcases research in alternative investments
Learn moreOn 11 November 2022, Professor of Finance, Roman Kräussl, wrapped up the three-year FNR CORE project ALPHA with a full day conference in Luxembourg. Split into an industry-focused morning and an academically orientated afternoon session, the “Alternative Investments” workshop explored the performance and fund structure of alternative investments such as venture capital, private equity, infrastructure…
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Events
Alternative Investments Workshop
Learn moreRoman Kräussl invites you to be part of a workshop on “Alternative Investments”, taking place on the 11th of November 2022 at the Hotel Sofitel Luxembourg Europe.
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News
Helping to stabilise Ukraine’s economy
Learn moreAs a result of Russia’s invasion of Ukraine, many scholars and scientists have left the country. More than 30 Ukrainian researchers displaced by the war have temporarily joined the University of Luxembourg mainly as research fellows and in some cases under temporary contracts funded by the FNR. In this series of interviews, we briefly present…
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News
Understanding Alpha Decay with Prof. Julien Pénasse
Learn more“Past performance does not guarantee future results.” It is a common disclaimer used by asset managers, wealth planners and other finance professionals to inform their clientele of the uncertainty of investing. However, the textbook method of studying investment strategies doesn’t account for the market effect that this often-used phrase embodies, what analysts refer to as…
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News
Anomaly or Possible Risk Factor? Simple-To-Use Tests
Learn moreContrary to basic asset pricing theory, this new work by University of Luxembourg Department of Finance Assistant Professor Benjamin Holcblat, Abraham Lioui (EDHEC Business School) and Michael Weber (Booth School of Business, University of Chicago, CEPR, and NBER) finds that risk alone cannot explain a large majority of variables predicting differences in expected returns.