Working Paper 2023
23-08
Alexander Braun, Julia Braun, Florian Weigert
Extreme Weather Risk and the Cost of Equity
Executive Summary | Download Papers (Vers. 11/2023)
Alexander Braun, Julia Braun, Florian Weigert
Extreme Weather Risk and the Cost of Equity
Executive Summary | Download Papers (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
Executive Summary | Download Papers (Vers. 11/2023)
Alan Guoming Huang, Russ Wermers, Jinming Xue
“Buy the Rumor, Sell the News”: Liquidity Provision by Bond Funds Following Corporate News Events
Executive Summary | Download Papers (Vers. 11/2023)
23-06
Julian Dörries, Olaf Korn, Gabriel J. Power
How Should the Long-term Investor Harvest Variance Risk Premiums?
Executive Summary | Download Papers (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?
Executive Summary | Download Papers (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
Executive Summary | Download Papers (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
Executive Summary | Download Papers (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
Executive Summary | Download Papers (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
Executive Summary | Download Papers (Vers. 04/2023)
23-03
Tobias Bauckloh, Maurice Dumrose, André Höck, Christian Klein
ESG Criteria and the Credit Risk of Corporate Bond Portfolios
Executive Summary | Download Papers (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
Executive Summary | Download Papers (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
Executive Summary | Download Papers (Vers. 11/2023)
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
Executive Summary | Download Papers (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
Executive Summary | Download Papers (Vers. 02/2023)
Frederik Simon, Sebastian Weibels, Tom Zimmermann
Deep Parametric Portfolio Policies
Executive Summary | Download Papers (Vers. 02/2023)