Working Paper
[NEW] Leave No Money on the Table: Venture Capitalists' SPAC Exits
Alexander Groh (EMLYON Business School); Juliane Proelss (Concordia University); Aurélie Sannajust (Kedge Business School); Denis Schweizer (Concordia University)
Refereed journal articles
[NEW] Is Bitcoin ESG-Compliant? A Sober Look
Proelss, J./Schweizer, D./Sevigny, S., European Financial Management, forthcoming
[NEW] GameFi - The Perfect Symbiosis of Blockchain, Tokens, DeFi, anf NFTs?
Proelss, J./Schweizer, D./Sevigny, S., International Review of Financial Analysis, Vol. 90
[NEW] The Price of Being Green
Koziol, C./Proelss, J./Roßmann, P./Schweizer, D., Finance Research Letters, 2022, Vol. 50, 1-18
[NEW] CEO Divorce and Firm Operating Performance
Abreha, K.G./ Cserpes, T./Kleindienst, I./Proelss J./Schweizer, D., Academy of Management Discoveries, 2022, Vol. 8 (4) (ABDC Ranking A)
An Explanation for Momentum With a Rational Model Under Symmetric Information — Evidence From the US and Chinese Equity Markets
Koziol, C./Proelss, J.,
Journal of International Financial Markets, Institutions and Money, 2021, Vol 70, 1-20
Bad news for announcers, good news for rivals: Are rivals fully seizing transition-period opportunities following announcers' top management turnovers?
Burchard, C./Proelss, J./Schäffer, U./Schweizer, D.,
Strategic Management Journal, 2021, Vol 42, 579–607
The Economics of Philanthropy—Evidence from Health Crowdfunding
Proelss, J./Schweizer, D./Zhou,T.,
Small Business Economics, 2021, Vol. 57, 999-1026
China: From Imitator to Innovator?
Proelss, J./Schweizer, D./Zahn, F.,
Emerging Markets Review, 2020, Vol 42, 1-30
The Economic Importance of Rare Earth Elements Volatility Forecasts
Proelss, J./Schweizer, D./Seiler, V.,
International Review of Financial Analysis, In Press
Do Announcements of WTO Dispute Resolution Cases Matter? Evidence from the Rare Earth Elements Market
Proelss, J./Schweizer, D./Seiler, S.,
Energy Economics, 2018, Vol. 73, 1-23.
Hidden Champions or Black Sheep? The Role of Underpricing in the German Mini-Bond Market
Mietzner, M./ Proelss, J./Schweizer, D.,
Small Business Economics, 2018, Vol. 50, 375-395.
Polynomial Goal Programming and the Implicit Higher Moment Preferences of Institutional Investors in Hedge Funds
Proelss, J./Schweizer, D.,
Financial Markets and Portfolio Management, 2014, Vol. 28, 1-28.
Are Portfolio Holdings Affected by Parameter Uncertainty and Ambiguity?
Proelss, J./Schweizer, D.,
IEB International Journal of Finance, 2011, Vol. 3, 2-37.
Do Institutional Investors Care the Ambiguity of Their Assets? – Evidence From Portfolio Holdings in Alternative Investments
Koziol, C./Proelss, J./Schweizer, D.,
International Journal of Theoretical and Applied Finance, 2011, Vol. 14, 465-484.
Chapters in handbooks
Haß, L. H./Proelss, J./Schweizer, D. (2013): Alternative Investments, in H. K. Baker and G. Filbeck (editors), Portfolio Theory and Management, Oxford University Press, 314-340.
Proelss, J./Schweizer, D. (2009): Optimal Multi Asset Portfolios, in: G. N. Gregoriou (editor), Value-at-Risk – Alternative Investments, Banking, Insurance and Portfolio Management, Mc Graw Hill, New York, 315-341.
Proelss, J. (2008): Five Entries, in: Encyclopaedia of Alternative Investments, Greg N. Gregoriou (editor), Chapman Hall, U.K.
Proelss, J./Schweizer, D. (2008): Efficient Frontier of Commodity Portfolios, in: F. Fabozzi, R. Füss and D. G. Kaiser (editors): The Handbook of Commodity Investing, John Wiley and Sons, New Jersey, 454-478.
Johanning, L./Proelss, J./ Rosenbusch, A. Ph./Schweizer, D. (2006): Strategy Selection for Hedge Fund and Managed Futures Portfolios using Higher Moments, in: G. N. Gregoriou and D. G. Kaiser (editors): Hedge Funds and Managed Futures – A Handbook for Institutional Investors, Risk Books, London, 301-322.
