List of accepted papers:
|
Title
|
Author(s) |
| A Fully Implied Approach to Find the Global Minimum Variance Portfolio | Kempf, Alexander Korn, Olaf Saßning, Sven |
|
A Generalization of the Calendar Time Portfolio Approach and the Performance of Private Investors |
Schmid, Markus |
|
Acquisitions as Lotteries: Do Managerial Gambling Attitudes Influence Takeover Decisions? |
Schneider, Christoph |
|
An Empirical Study of the Information Premium on Electricity Markets |
Biegler-König Richard |
|
Asset allocation of defined-benefit pension plans in the absence of agency conflicts |
Ley, Patrick |
|
Asymmetric information - evidence from the home insurance market |
Aarbu, Karl Ove |
|
Bad Corporate Governance: When Incentive-Based Compensation Identifies Dangerous CEOs |
Bechmann, Ken L. |
|
Bank risk taking and liquidity creation following regulatory interventions and capital support |
Berger, Allen |
|
Banks’ Use of Credit Derivatives and the Pricing of Loans: What Is the Channel and Does It Persist Under Adverse Economic Conditions? |
Norden, Lars |
|
Capital Adequacy of Financial Enterprises |
Madan, Dilip B. |
|
Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking |
Gamba, Andrea |
|
Certification and Reputation Milking: Comprehensive Evidence from Corporate Bonds |
Andres, Christian |
|
Coherent Projections of Age, Period, and Cohort Dependent Mortality Improvements |
Aleksic, Marie-Christine |
|
Competition, bonuses, and risk-taking in the banking industry |
Bannier, Christina E. |
|
Competition, efficiency, and soundness in banking: An industrial organization perspective |
Schaeck, Klaus |
|
Contract design and insurance fraud: an experimental investigation |
Lammers, Frauke |
|
Corporate Risk-Taking in Privatized Firms: International Evidence on the Role of State and Foreign Owners |
Boubakri, Narjess |
|
Creative Destruction and Asset Prices |
Grammig, Joachim |
|
Credit Risk and the Macro Economy in an Affine Term Structure Model |
Speck, Christian |
|
Credit Spread Interdependencies of European States and Banks during the Financial Crisis |
Alter, Adrian |
|
Default Risk, Stock Returns and the Bankruptcy Reform Act of 1978 |
Hackbarth, Dirk |
|
Determinants of Bank Interest Margins: Impact of Maturity Transformation |
Entrop, Oliver |
|
Do Newspaper Articles Predict Aggregate Stock Returns? |
Frey, Roman |
|
Do we need a European "National Market System''? Competition, arbitrage, and suboptimal executions |
Storkenmaier, Andreas |
|
Does contingent capital induce excessive risk-taking and prevent an efficient recapitalization of banks? |
Berg, Tobias |
|
Does Institutional Environment matter in Executive Compensation? A multinational Analysis |
Hüttenbrink, Alexander |
|
Does Institutional Ownership Matter for International Stock Return Comovement? |
Faias, José |
|
Dynamic Present Values and the Intertemporal CAPM |
Eraker, Bjorn |
|
Emissions Markets: Recommendations for Effective Design to Facilitate Efficient Trading |
Mnif, Walid |
|
Equity friendly or noteholder friendly? The role of collateral asset managers in the collapse of the market for ABS-CDOs |
Mählmann, Thomas |
|
Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects |
Fricke, Christoph |
|
Implied Risk Premium and the Business Cycle: You Can´t Always Get What You Want |
Bestelmeyer, Georg |
|
Exploring the Sources of Default Clustering |
Giesecke, Kay |
|
Fair Value Accounting and the Business Model of Banks |
Bischof, Jannis |
|
Fee dispersion and persistence in the mutual fund industry |
Cooper, Michael |
|
Financial Constraints and the International Zero-Leverage Phenomenon |
Bessler, Wolfgang |
|
Financial Planning and Risk-return Profiles |
Graf, Stefan |
|
Government Guarantees and Bank Risk Taking Incentives |
Fischer, Markus Jens |
|
In Search of Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns |
Halling, Michael |
|
Individual Investor Perceptions, Behavior, and Performance during the Financial Crisis |
Hoffmann, Arvid O. I. |
|
Information Exchange in the Insurance Industry: A Procompetitive or Anticompetitive Device? |
Jansen, Jos |
|
Institutional Investment Horizon, Corporate Governance, and the Cost of Equity Capital |
Attig, Najah |
|
Interbank Lending and the Spread of Bank Failures: A Network Model of Systemic Risk |
Giansante, Simone |
|
International propagation of the credit crisis |
Brealey, Richard A. |
|
Is it better to say goodbye? When (former) executives set executive pay |
Andres, Christian |
|
Is proprietary trading detrimental to retail investors? |
Karabulut, Yigitcan |
|
Market Risk Prediction under Long Memory: When VaR is Higher than Expected |
Kinateder, Harald |
|
Mechanically Extracted Company Signals and their Impact on Stock and Credit Markets |
Graf, Ferdinand |
|
Mortality Risk and its Effect on Shortfall and Risk Management in Life Insurance |
Gatzert, Nadine |
|
Multiperiod top-down models for banking supervision |
Artzner, Philippe |
|
New Insights on Asset Pricing and Illiquidity |
Buchner, Axel |
|
News Analytics for Energy Futures |
Borovkova, Svetlana |
|
On the Propensity to Surrender a Variable Annuity Contract |
Knoller, Christian |
|
Policyholder Exercise Behavior for Variable Annuities including Guaranteed Minimum Withdrawal Benefits |
Bauer, Daniel |
|
Political Reforms and the Causal Impact of Blood-Related Politicians on Corporate Performance |
Amore, Mario Daniele |
|
Portfolio Selection With Spectral Risk Measures - A Really Good Choice? |
Brandtner, Mario |
|
Preference Heterogeneity and Survival in Long-Run Risk Models |
Branger, Nicole |
|
Price-Default Risk-Demand-Curves and the Optimal Corporate Risk Strategy of Insurers: A Behavioral Approach |
Gründl, Helmut |
| Ranking, risk-taking and effort: an analysis of the ECB's foreign reserves management | Sahel, Benjamin Scalia, Antonia |
|
Risk Decomposition of Credit Spreads |
Fuess, Roland |
|
Risk management of implicit options in life insurance contracts under estimation uncertainty |
Körbitz, Paul |
|
Risk-Taking-Neutral Background Risk |
Schlesinger, Harris |
| Robustness and informativeness of systemic risk measures |
Raupach, Peter Löffler, Gunter |
|
Selection, timing and total performance of equity funds: Wasting time measuring timing |
Krimm, Sebastian |
|
Stress testing German banks against a global credit crunch |
Düllmann, Klaus |
|
Stressed Correlations and Volatilities – How to Fulfill Requirements of the Basel Committee |
Becker, Christoph |
|
Sunshine trading: Flashes of trading intent at the NASDAQ |
Skjeltorp, Johannes A. |
|
The Credit Ratings Game - revisited |
Hirth, Stefan |
|
The Economic Value of Market Transparency and Broker Heterogeneity: An Asset Allocation Perspective |
Nolte, Ingmar |
|
The expertise of mutual fund managers |
De Bondt, Werner F. M. |
|
The Impact of Time-Structure on Optimal Prevention |
Hofmann, Annette |
|
The Role of Volatility Shocks and Rare Events in Long-Run Risk Models |
Branger, Nicole |
|
The Price of Prospective Lending: Evidence from Short Sale Constraints |
Porras Prado, Melissa |
|
Trading Fees and Efficiency in Limit Order Markets |
Colliard, Jean-Edouard |
|
Variable Annuities and the Option to seek Risk: |
Schneider, Judith Christiane |
|
Volatility patterns of CDS, bond and stock markets before and during the financial crisis: Evidence from major financial institutions |
Belke, Ansgar |
|
When does company specific news matter? Determinants of news-related stock returns. |
Dzielinski, Michal |
|
Which form of venture capital is best-suited for innovation? |
Bertoni, Fabio |