Dr. Lars Kaiser is assistant professor at the University of Liechtenstein. His research and teaching focuses on empirical asset pricing, portfolio management and investment strategies, with an ongoing project on the successful integration of ESG aspects in traditional investment strategies. He has published his research in both academic and practitioner journals. Lars holds a PhD in Business Economics from the University of Liechtenstein and was a visiting scholar at the City University of Hong Kong and Loughborough University. He is an active member of the CFA Society Liechtenstein and a Research Partner of OLZ & Partners Asset and Liability Management AG in Switzerland. Furthermore, he is a Council Member with GLG and available for consultation, as well as the programme manager of the Executive MBA in International Asset Management at the University of Liechtenstein.
Portfolio concentration and equity market contagion: evidence on the “flight to familiarity” across indexing methods
This paper sheds light on the entanglement of index weighting schemes.