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Working Paper 2023

23-08
Alexander Braun, Julia Braun, Florian Weigert
Extreme Weather Risk and the Cost of Equity
Download Paper (Vers. 11/2023)
23-07
Alan Guoming Huang, Russ Wermers, Jinming Xue
“Buy the Rumor, Sell the News”: Liquidity Provision by Bond Funds Following Corporate News Events
Download Paper (Vers. 11/2023)
23-06
Julian Dörries, Olaf Korn, Gabriel J. Power
How Should the Long-term Investor Harvest Variance Risk Premiums?
Download Paper (Vers. 10/2023)
23-05
Vikas Agarwal, Wei Jiang, Yuchen Luo, Hong Zou
The Real Effect of Sociopolitical Racial Animus: Mutual Fund Manager Performance During the AAPI Hate
Download Paper (Vers. 07/2023)
23-04
Vikas Agarwal, Brad Barber, Si Cheng, Allaudeen Hameed, Harshini Shanker, Ayako Yasuda
Do Investors Overvalue Startups? Evidence from the Junior Stakes of Mutual Funds
Download Paper (Vers. 04/2023)
23-03
Tobias Bauckloh, Maurice Dumrose, André Höck, Christian Klein
ESG Criteria and the Credit Risk of Corporate Bond Portfolios
Download Paper (Vers. 07/2023)
forthcoming in: Journal of Asset Management
23-02
Tobias Bauckloh, Juris Dobrick, André Höck, Sebastian Utz, Marcus Wagner
In partnership for the goals? The level of agreement between SDG ratings
Download Paper (Vers. 11/2023)
published in: Journal of Economic Behavior and Organization, Vol. 217, 2024, pp. 664-678.
23-01
Frederik Simon, Sebastian Weibels, Tom Zimmermann
Deep Parametric Portfolio Policies
Download Paper (Vers. 02/2023)

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