Russ Wermers, Tong Yao, Jane Zhao
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings
DOI: 10.1093/rfs/hhs111
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published in: Review of Financial Studies, Vol. 25, 2012, pp. 3490-3529.

Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, Florian Weigert
Option Return Predictability with Machine Learning and Big Data
DOI: https://doi.org/10.1093/rfs/hhad017
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published in: Review of Financial Studies, Vol. 36, 2023, pp. 3548–3602.

Joachim Grammig, Stephan Jank
Creative Destruction and Asset Prices
DOI: nicht vorhanden
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published in: Journal of Financial and Quantitative Analysis, Vol. 51, 2016, pp. 1739-1768.

Tobias Bauckloh, Juris Dobrick, André Höck, Sebastian Utz, Marcus Wagner
In Partnership for the Goals? The Level of Agreement Between SDG Ratings
DOI: https://doi.org/10.1016/j.jebo.2023.11.014
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published in: Journal of Economic Behavior and Organization, Vol. 217, 2024, pp. 664-678.

Gerlinde Fellner, Erik Theissen
Short Sale Constraints, Divergence of Opinion and Asset Value: Evidence from the Laboratory
DOI: 10.1016/j.jebo.2014.02.010
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published in: Journal of Economic Behavior and Organization, Vol. 101, 2014, pp. 113-127.

Alexander Kempf, Olaf Korn, Sven Saßning
Portfolio Optimization Using Forward-Looking Information
DOI: 10.1093/rof/rfu006
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published in: Review of Finance, Vol. 19, 2015, pp. 467-490.

André Betzer, Jasmin Gider, Daniel Metzger, Erik Theissen
Strategic Trading and Trade Reporting by Corporate Insiders
DOI: 10.1093/rof/rfu007
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published in: Review of Finance, Vol. 19, 2015, pp. 865-905.

Stefan Frey, Patrick Herbst
The Influence of Buy-Side Analysts on Mutual Fund Trading
DOI: 10.1016/j.jbankfin.2014.01.007
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published in: Journal of Banking and Finance, Vol. 49, 2014, pp. 442-458.

Tobias Rischen, Erik Theissen
Underpricing in the Euro Area Corporate Bond Market: New Evidence from Post-Crisis Regulation and Quantitative Easing
DOI: https://doi.org/10.1016/j.jfi.2020.100871
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published in: Journal of Financial Intermediation, Vol. 46, 2021, 100871, pp. 1-58.

Felix Brinkmann, Olaf Korn
Risk-adjusted Option-implied Moments
DOI: https://doi.org/10.1007/s11147-017-9136-4
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published in: Review of Derivatives Research, Vol. 21, 2018, pp. 149-173.

Joachim Grammig, Jantje Sönksen
Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach
DOI: https://doi.org/10.1016/j.jeconom.2020.08.001
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published in: Journal of Econometrics, Vol. 222, 2021, pp. 805-832.

Sabine Artmann, Philipp Finter, Alexander Kempf
Determinants of Expected Stock Returns: Large Sample Evidence from the German Market
DOI: 10.1111/j.1468-5957.2012.02286.x
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published in: Journal of Business Finance and Accounting, Vol.39, 2012, pp. 758-784.

Jördis Hengelbrock, Erik Theissen, Christian Westheide
Market Response to Investor Sentiment
DOI: 10.1111/jbfa.12039
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published in: Journal of Business Finance and Accounting, Vol. 40, 2013, pp. 901-917.

Rainer Baule, Olaf Korn, Sven Saßning
Which Beta is Best? On the Information Content of Option-Implied Betas
DOI: nicht vorhanden
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published in: European Financial Management, Vol. 22, 2016, pp. 450–483.

Alexander Kempf, Peer Osthoff
The Effect of Socially Responsible Investing on Portfolio Performance
DOI: 10.1111/j.1468-036X.2007.00402.x
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published in: European Financial Management, Vol. 13, 2007, pp. 908-922.

Lukas Ahnert, Pascal Vogt, Volker Vonhoff, Florian Weigert
Regulatory Stress Testing and Bank Performance
DOI: https://doi.org/10.1111/eufm.12267
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published in: European Financial Management, Vol.26, 2020, pp. 1449-1488.

Olaf Korn, Philipp Koziol
The Term Structure of Currency Hedge Ratios
DOI: 10.1142/S0219024911006723
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published in: International Journal of Theoretical and Applied Finance, Vol. 14, 2011, pp. 525-557.

Olaf Korn, Alexander Merz
How to Hedge if the Payment Date is Uncertain?
DOI: https://doi.org/10.1002/fut.21987
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published in: Journal of Futures Markets, Vol. 39, 2019, pp. 481-498.

Alexander Kempf, Christoph Memmel
Estimating the Global Minimum Variance Portfolio
DOI: 10.2139/ssrn.385760
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published in: Schmalenbach Business Review, Vol. 58, 2006, pp. 332-348.

Olaf Korn
Risk Management With Default-risky Forwards
DOI: 10.2139/ssrn.498462
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published in: Schmalenbach Business Review, Vol. 62, 2010, pp. 102-125.

Sabine Artmann, Philipp Finter, Alexander Kempf, Stefan Koch, Erik Theissen
The Cross-Section of German Stock Returns: New Data and New Evidence
DOI: 10.2139/ssrn.1652140
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published in: Schmalenbach Business Review, Vol. 64, 2012, pp. 20-43.

Andrew Y. Chen, Tom Zimmermann
Open Source Cross-Sectional Asset Pricing
DOI: https://doi.org/10.1561/104.00000112
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published in: Critical Finance Review, Vol. 11, 2022, pp. 207-264.

Olaf Korn, Christian Koziol
Bond Portfolio Optimization: A Risk-Return Approach
DOI: 10.3905/jfi.2006.627839
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published in: Journal of Fixed Income, Vol. 15, 2006, pp. 48-60.

Olaf Korn, Philipp M. Möller, Christian Schwehm
Drawdown Measures: Are They All the Same?
DOI: https://doi.org/10.3905/jpm.2022.1.346
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published in: Journal of Portfolio Management, Vol. 48, 2022, pp. 104-120.

Tobias Bauckloh, Maurice Dumrose, André Höck, Christian Klein
ESG Criteria and the Credit Risk of Corporate Bond Portfolios
DOI: https://doi.org/10.1057/s41260-023-00337-w
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published in: Journal of Asset Management, Vol. 24, 2023, pp. 572–580.

Tobias Bauckloh, Christian Klein, Thomas Pioch, Frank Schiemann
Under Pressure: The Link between Mandatory Climate Reporting and Firms’ Carbon Performance
DOI: https://doi.org/10.1177/10860266221083340
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published in: Organization & Environment, Vol. 36, 2023, pp. 126-149.

Olaf Korn, Marc Oliver Rieger
Hedging with Regret
DOI: https://doi.org/10.1016/j.jbef.2019.03.002
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published in: Journal of Behavioral and Experimental Finance, Vol. 22, 2019, pp. 192-205.