“Characteristics of pension fund financial quality using Swiss data: The role of uncommitted funds”
(with Michael Huynh and Yvonne Seiler Zimmermann), July 2022
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4164600

“Cash-flow and discount-rate news in REIT returns”
(with Valentin Séchaud), revised Version, July 2022
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3947196

“On the interpretation of P/E-ratios in relation to growth”, March 2022
https://ssrn.com/abstract=4046152 or http://dx.doi.org/10.2139/ssrn.4046152

“Does central clearing affect counterparty risk and liquidity risk in the sovereign CDS market?”
(with Joséphine Molleyres), August 2021, revised version: October 2022
https://ssrn.com/abstract=3415563 or http://dx.doi.org/10.2139/ssrn.3415563

“Mean-reversion in commodity futures volatility: An analysis of daily range-based stochastic volatility models”
(with Stephen Figlewski and Marco Haase and Matthias Huss), April 2021
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3825894

“How does income and financial satisfaction change with retirement? Insights from Swiss panel data”
(with Yvonne Seiler Zimmermann), January 2021
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3759740

“Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?”
(with Daniel Hoechle and Markus Schmid), March 2020, Paper presented at the Annual Meeting of the American Finance Association (ASSA) 2021
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3569485

“Anomaly in Stock-Bond Correlations. The Role of Monetary Policy”
(with Jonas Gusset), September 2016
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2704529