Working Paper 2023
23-08
Alexander Braun, Julia Braun, Florian Weigert
Extreme Weather Risk and the Cost of Equity
Download Papers (Vers. 11/2023)
Alexander Braun, Julia Braun, Florian Weigert
Extreme Weather Risk and the Cost of Equity
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
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
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)
Julian Dörries, Olaf Korn, Gabriel J. Power
How Should the Long-term Investor Harvest Variance Risk Premiums?
Executive Summary | Download Papers (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 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
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)
forthcoming in: Journal of Asset Management
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)
forthcoming in: Journal of Asset Management
23-02
Tobias Bauckloh, Juris Dobrick, André Höck, Sebastian Utz, Marcus Wagner
"In partnership for the goals"? The (dis)agreement of SDG ratings
Executive Summary | Download Papers (Vers. 07/2023)
Tobias Bauckloh, Juris Dobrick, André Höck, Sebastian Utz, Marcus Wagner
"In partnership for the goals"? The (dis)agreement of SDG ratings
Executive Summary | Download Papers (Vers. 07/2023)
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)
