Working Papers

N° 20-07: Universal Time PreferenceMarc Oliver Rieger,
Mei Wang,
Thorsten Hens
N° 20-06: Likelihood-Based Dynamic Asset Pricing: Learning Time-Varying Risk Premia from Cross-Sectional ModelsDennis Umlandt
N° 20-05: Continuous-Time Mean Field Games with Finite State Space and Common Noise

Christoph Belak,
Daniel Hoffmann,
Frank T. Seifried

N° 20-04: Branching Diffusions with Jumps and Valuation with Systemic CounterpartiesChristoph Belak,
Daniel Hoffmann,
Frank T. Seifried
N° 20-03: Forecasting Stock Market Recessions in the US: Predictive Modeling using Different Identification ApproachesFelix Haase,
Matthias Neuenkirch
N° 20-02:Pre-Decisional Information Acquisition: Do We Pay Too Much for Information?Marc Oliver Rieger,
Mei Wang,
Daniel Hausmann
N° 20-01: Sign Matters: Stock Movement Based Trading Decisions of Private InvestorsStefan Muhl,
Marc Oliver Rieger,
Hung Ling Chen
N° 19-08: Foreign Exchange Dealer Asset PricingStefan Reitz,
Dennis Umlandt
N° 19-07: Portfolio Optimization with Optimal Expected Utility Risk MeasuresH. Fink
S. Geissel
J. Herbinger
F. T. Seifried
N° 19-06: Optimal Investment for Retail Investors with Floored and Capped CostsChristoph Belak
Lukas Mich
Frank T. Seifried
N° 19-05: Financial Stability and the Fed: Evidence from Congressional HearingsArina Wischnewsky
David-Jan Jansen
Matthias Neuenkirch
N° 19-04: Capital Structure Decisions, Loss Aversion, and Equity PremiumWolfgang 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 ReturnsJi Cao
Marc Oliver Rieger
Lei Zhao
N° 19-01: Systemic Impact of the Risk Based Fund Classification and Implications for Fund ManagementMartin Ewen
Marc Oliver Rieger