Forschungsartikel (Zeitschrift)
Ascheberg, M., Branger, N., Kraft, H., & Seifried, F. (2016). When Do Jumps Matter for Portfolio Optimization?. Quantitative Finance, 16(8), 1297–1311.
Mehr Details BibTeX Gesamter Text DOI
@article{AschebergBKS2016WhenDoJumps,
author = {Marius Ascheberg and Nicole Branger and Holger Kraft and Frank Seifried},
title = {When Do Jumps Matter for Portfolio Optimization?},
journal = {Quantitative Finance},
year = {2016},
volume = {16},
number = {8},
pages = {1297--1311},
doi = {10.1080/14697688.2015.1131844},
url = {http://www.tandfonline.com/doi/full/10.1080/14697688.2015.1131844},
note = {Publication status: Published}
}
Branger, N., Kraft, H., & Meinerding, C. (2016). The Dynamics of Crises and the Equity Premium. Review of Financial Studies, 29(1), 232–270.
Mehr Details BibTeX Gesamter Text DOI
@article{BrangerKM2016TheDynamics,
author = {Nicole Branger and Holger Kraft and Christoph Meinerding},
title = {The Dynamics of Crises and the Equity Premium},
journal = {Review of Financial Studies},
year = {2016},
volume = {29},
number = {1},
pages = {232--270},
doi = {10.1093/rfs/hhv057},
url = {http://rfs.oxfordjournals.org/content/early/2015/09/22/rfs.hhv057.abstract},
note = {Publication status: Published}
}
Claußen, C., Maidl, C., Pfingsten, A., & Woyand, C. (2016). Zinsänderungsrisiken von Kreditinstituten im aktuellen Niedrigzinsumfeld. Vierteljahreshefte zur Wirtschaftsforschung, 85(1), 45–64.
Mehr Details BibTeX
@article{ClaussenMPW2016Zinsaenderungsrisiken,
author = {Catharina Claußen and Christoph Maidl and Andreas Pfingsten and Corinna Woyand},
title = {Zinsänderungsrisiken von Kreditinstituten im aktuellen Niedrigzinsumfeld},
journal = {Vierteljahreshefte zur Wirtschaftsforschung},
year = {2016},
volume = {85},
number = {1},
pages = {45--64},
note = {Publication status: Published}
}
Erner, C., Goedde-Menke, M., & Oberste, M. (2016). Financial literacy of high school students: Evidence from Germany. Journal of Economic Education, 47(2), 95–105.
Mehr Details BibTeX DOI
@article{ErnerGMO2016FinancialLiteracy,
author = {C Erner and M Goedde-Menke and M Oberste},
title = {Financial literacy of high school students: Evidence from Germany},
journal = {Journal of Economic Education},
year = {2016},
volume = {47},
number = {2},
pages = {95--105},
doi = {10.1080/00220485.2016.1146102},
note = {Publication status: Published}
}
Foltice, B., & Langer, T. (2016). Profitable momentum strategies for individual investors. Financial Markets and Portfolio Management, 29(2), 85–113.
Mehr Details BibTeX
@article{FolticeL2016Profitable,
author = {B Foltice and T Langer},
title = {Profitable momentum strategies for individual investors},
journal = {Financial Markets and Portfolio Management},
year = {2016},
volume = {29},
number = {2},
pages = {85--113},
note = {Publication status: Published}
}
Ingermann, P.-H., Hesse, F., Belorgey, C., & Pfingsten, A. (2016). The recovery rate for retail and commercial customers in Germany: a look at collateral and its adjusted market values. Business Research, 9(2), 179–228.
Mehr Details BibTeX DOI
@article{IngermannHBP2016TheRecovery,
author = {P-H Ingermann and F Hesse and C Belorgey and A Pfingsten},
title = {The recovery rate for retail and commercial customers in Germany: a look at collateral and its adjusted market values},
journal = {Business Research},
year = {2016},
volume = {9},
number = {2},
pages = {179--228},
doi = {10.1007/s40685-016-0028-5},
note = {Publication status: Published}
}
Jahn, N., Memmel, C., & Pfingsten, A. (2016). Banks' Specialization versus Diversification in the Loan Portfolio. New Evidence from Germany. Schmalenbach Business Review, 17(1), 25–48.
Mehr Details BibTeX DOI
@article{JahnMP2016BanksSpecialization,
author = {Nadya Jahn and Christoph Memmel and Andreas Pfingsten},
title = {Banks' Specialization versus Diversification in the Loan Portfolio. New Evidence from Germany},
journal = {Schmalenbach Business Review},
year = {2016},
volume = {17},
number = {1},
pages = {25--48},
doi = {10.1007/s41464-016-0006-7},
note = {Publication status: Published}
}
Kaposty, F., Löderbusch, M., & Pfingsten, A. (2016). Verlustquoten im Leasing — Analyse und Abgrenzung zum klassischen Kreditgeschäft. Zeitschrift für das gesamte Kreditwesen (ZfgK), 69, 225–228.
Mehr Details BibTeX
@article{KapostyLP2016Verlustquoten,
author = {F Kaposty and M Löderbusch and A Pfingsten},
title = {Verlustquoten im Leasing --- Analyse und Abgrenzung zum klassischen Kreditgeschäft},
journal = {Zeitschrift für das gesamte Kreditwesen (ZfgK)},
year = {2016},
volume = {69},
pages = {225--228},
note = {Publication status: Published}
}
Kaposty, F., Löderbusch, M., & Pfingsten, A. (2016). Analyse der Verlustquoten im Leasing-Geschäft. Finanzierung Leasing Factoring, 63, 94–98.
Mehr Details BibTeX
@article{KapostyLP2016AnalyseDer,
author = {F Kaposty and M Löderbusch and A Pfingsten},
title = {Analyse der Verlustquoten im Leasing-Geschäft},
journal = {Finanzierung Leasing Factoring},
year = {2016},
volume = {63},
pages = {94--98},
note = {Publication status: Published}
}
Maciag, J., Hesse, F., Boeve, R., & Pfingsten, A. (2016). Comparing risk measures when aggregating market risk and credit risk using different copulas. Journal of Risk, 18(5), 101–136.
Mehr Details BibTeX Gesamter Text
@article{MaciagHBP2016ComparingRisk,
author = {J. Maciag and F. Hesse and R. Boeve and A. Pfingsten},
title = {Comparing risk measures when aggregating market risk and credit risk using different copulas},
journal = {Journal of Risk},
year = {2016},
volume = {18},
number = {5},
pages = {101--136},
url = {https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84976324101&origin=inward},
note = {Publication status: Published}
}
Pfingsten, A. (2016). Staatsanleihen: Warum die Politik Risiken ignoriert. Wirtschaftsdienst, 96, 280–381.
Mehr Details BibTeX
@article{Pfingsten2016Staatsanleihen,
author = {A Pfingsten},
title = {Staatsanleihen: Warum die Politik Risiken ignoriert},
journal = {Wirtschaftsdienst},
year = {2016},
volume = {96},
pages = {280--381},
note = {Publication status: Published}
}
Pfingsten, A. (2016). Niedrigzinsen: Kreditinstitute als Leidtragende. Wirtschaftsdienst, 96, 229–230.
Mehr Details BibTeX
@article{Pfingsten2016Niedrigzinsen,
author = {A Pfingsten},
title = {Niedrigzinsen: Kreditinstitute als Leidtragende},
journal = {Wirtschaftsdienst},
year = {2016},
volume = {96},
pages = {229--230},
note = {Publication status: Published}
}
Pfingsten, A., Hohnisch, M., Pittnauer, S., & Selten, R. (2016). Designing for Deliberative Goal-Based Decision Making in Environments with Rare Adverse Events — An Experimental Study. Organization Science, 27(6), 1417–1434.
Mehr Details BibTeX
@article{PfingstenHPS2016DesigningFor,
author = {Andreas Pfingsten and Martin Hohnisch and Sabine Pittnauer and Reinhard Selten},
title = {Designing for Deliberative Goal-Based Decision Making in Environments with Rare Adverse Events --- An Experimental Study},
journal = {Organization Science},
year = {2016},
volume = {27},
number = {6},
pages = {1417--1434},
note = {Publication status: Published}
}
Schneider, C., & Spalt, O. (2016). Conglomerate Investment, Skewness, and the CEO Long Shot Bias. Journal of Finance, 71(2), 635–672.
Mehr Details BibTeX Gesamter Text DOI
@article{SchneiderS2016Conglomerate,
author = {Christoph Schneider and Oliver Spalt},
title = {Conglomerate Investment, Skewness, and the CEO Long Shot Bias},
journal = {Journal of Finance},
year = {2016},
volume = {71},
number = {2},
pages = {635--672},
doi = {10.1111/jofi.12379},
url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1920836},
note = {Publication status: Published}
}