Working Papers
| N° 21-01: Nudging against panic selling: Making use of the IKEA effect [Journal of Behavioral and Experimental Finance (2021)] | Amin Zokaei Ashtiani Marc Oliver Rieger David Stutz |
| N° 20-08: The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model | Hamza Bennani Jan Pablo Burgard Matthias Neuenkirch |
| N° 20-07: Universal Time Preference [PLOS ONE (2021)] | Marc Oliver Rieger, Mei Wang, Thorsten Hens |
| N° 20-06: Likelihood-Based Dynamic Asset Pricing: Learning Time-Varying Risk Premia from Cross-Sectional Models | Dennis Umlandt |
| N° 20-05: Continuous-Time Mean Field Games with Finite State Space and Common Noise [to appear in Applied Mathematics and Optimization (2021+)] | Christoph Belak, |
| N° 20-04: Branching Diffusions with Jumps and Valuation with Systemic Counterparties [to appear in Journal of Computational Finance (2021+)] | Christoph Belak, Daniel Hoffmann, Frank T. Seifried |
| N° 20-03: Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US | Felix Haase, Matthias Neuenkirch |
| N° 20-02:Pre-Decisional Information Acquisition: Do We Pay Too Much for Information? [Journal of Economic Psychology (2021)] | Marc Oliver Rieger, Mei Wang, Daniel Hausmann |
| N° 20-01: Sign Matters: Stock Movement Based Trading Decisions of Private Investors | Stefan Muhl, Marc Oliver Rieger, Hung Ling Chen |
| N° 19-08: Foreign Exchange Dealer Asset Pricing [to appear in Journal of International Economics (2021+) as Currency Returns and FX Dealer Balance Sheets] | Stefan Reitz, Dennis Umlandt |
| N° 19-07: Portfolio Optimization with Optimal Expected Utility Risk Measures [to appear in Annals of Operations Research (2021+)] | H. Fink S. Geissel J. Herbinger F. T. Seifried |
| N° 19-06: Optimal Investment for Retail Investors with Floored and Capped Costs [to appear in Mathematical Finance (2021+) as Optimal Investment for Retail Investors] | Christoph Belak Lukas Mich Frank T. Seifried |
| N° 19-05: Financial Stability and the Fed: Evidence from Congressional Hearings [Economic Inquiry (2021)] | Arina Wischnewsky David-Jan Jansen Matthias Neuenkirch |
| N° 19-04: Capital Structure Decisions, Loss Aversion, and Equity Premium | Wolfgang Breuer Ji Cao Marc Oliver Rieger K. Can Soypak |
| N° 19-03: A Cautionary Note on Niu and Zeng (2018) | Ji Cao Marc Oliver Rieger |
| N° 19-02: Safety First, Loss Probability, and the Cross Section of Expected Stock Returns | Ji Cao Marc Oliver Rieger Lei Zhao |
| N° 19-01: Systemic Impact of the Risk Based Fund Classification and Implications for Fund Management | Martin Ewen Marc Oliver Rieger |