Finance Research Revolution
The Department of Wealth Creation at Lake Lucerne Institute (LLUI) is a newly conceived academic endeavor that aims to foster a Finance Research Revolution through the principle of Theoria cum Praxi–that is, the tight connection between the development and testing of path-breaking and innovative ideas to understand financial decision-making, and the direct assessment of the practical relevance of such ideas for the accumulation of financial wealth.
Research Areas
BIG DATA ANALYTICS
Prof. Dr. Alberto Rossi, will investigate novel methods to analyze big and alternative data that can help us understand the dynamics of trading in financial markets and discover novel sources of sustainable financial returns.
RISK PREMIA AND FACTOR TIMING
Prof. Dr. Andreas Neuhierl, will focus on producing innovative insights on the drivers of risk premia and factor timing in financial markets to design radically innovative investment strategies.
NEURO-FINANCE
Prof. Dr. Francesco D’Acunto, will investigate the deep-rooted psychological and cognitive traits that affect financial decision-making to understand the behavior of noise traders in financial markets and design innovative investment strategies that account for such fundamental psychological traits of market participants.
EXPECTATIONS FORMATION
Prof. Dr. Michael Weber, will investigate the drivers of the systematic underestimation of turning points and too-fast expected mean reversion (change of change) by noise traders and central banks around the world and design innovative strategies that take such patterns and their drivers into account.
FRR INAUGURAL CONFERENCE
VITZNAU, JUNE 28 – 29, 2025
– Park Hotel Vitznau, Vitznau
– Kammermusiksaal im DAS MORGEN, Vitznau