Working Paper 2023
23-08
Alexander Braun, Julia Braun, Florian Weigert
Extreme Weather Risk and the Cost of Equity
Download Paper (Vers. 11/2023)
Alexander Braun, Julia Braun, Florian Weigert
Extreme Weather Risk and the Cost of Equity
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23-07
Alan Guoming Huang, Russ Wermers, Jinming Xue
“Buy the Rumor, Sell the News”: Liquidity Provision by Bond Funds Following Corporate News Events
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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)
forthcoming in: Journal of Portfolio Management
Julian Dörries, Olaf Korn, Gabriel J. Power
How Should the Long-term Investor Harvest Variance Risk Premiums?
Download Paper (Vers. 10/2023)
forthcoming in: Journal of Portfolio Management
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)
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)
Vikas Agarwal, Brad Barber, Si Cheng, Allaudeen Hameed, Harshini Shanker, Ayako Yasuda
Do Investors Overvalue Startups? Evidence from the Junior Stakes of Mutual Funds
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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)
published in: Journal of Asset Management, Vol. 24, 2023, pp. 572–580.
Tobias Bauckloh, Maurice Dumrose, André Höck, Christian Klein
ESG Criteria and the Credit Risk of Corporate Bond Portfolios
Download Paper (Vers. 07/2023)
published in: Journal of Asset Management, Vol. 24, 2023, pp. 572–580.
23-02
Tobias Bauckloh, Juris Dobrick, André Höck, Sebastian Utz, Marcus Wagner
In Partnership for the Goals? The Level of Agreement Between SDG Ratings
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published in: Journal of Economic Behavior and Organization, Vol. 217, 2024, pp. 664-678.
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)
Frederik Simon, Sebastian Weibels, Tom Zimmermann
Deep Parametric Portfolio Policies
Download Paper (Vers. 02/2023)
