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Institute of Banking and Finance

Organisational unit: Institute

Type of address: Visitor address.
Königsworther Platz 1
30167
Hannover
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1 - 20 out of 23Page size: 20

Publications

  1. 2024
  2. Published

    Measuring Tail Risk

    Dierkes, M., Hollstein, F., Prokopczuk, M. & Würsig, C. M., Apr 2024, In: Journal of Econometrics. 241, 2, 24 p., 105769.

    Research output: Contribution to journal › Article › Research › peer review

  3. Published

    Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle

    Dierkes, M., Krupski, J., Schroen, S. & Sibbertsen, P., Apr 2024, In: Review of derivatives research. 27, 1, p. 1-35 35 p.

    Research output: Contribution to journal › Article › Research › peer review

  4. 2023
  5. Published

    Betting against sentiment? Seemingly unrelated anomalies and the low-risk effect

    Dierkes, M. & Schroen, S., 10 Apr 2023, In: Review of Financial Economics. 41, 2, p. 152-176 25 p.

    Research output: Contribution to journal › Article › Research › peer review

  6. Published

    Essays on risk preferences, time preferences, and credit risk contagion

    Germer, S., 2023, Hannover. 81 p.

    Research output: Thesis › Doctoral thesis

  7. Published

    Mispricing, momentum, and market timing: Essays on stock market puzzles and capital structure decisions

    Krupski, J., 2023, Hannover. 218 p.

    Research output: Thesis › Doctoral thesis

  8. 2022
  9. Published

    Option-implied lottery demand and IPO returns

    Dierkes, M., Krupski, J. & Schroen, S., May 2022, In: Journal of Economic Dynamics and Control. 138, 104356.

    Research output: Contribution to journal › Article › Research › peer review

  10. Published

    Isolating momentum crashes

    Dierkes, M. & Krupski, J., Mar 2022, In: Journal of empirical finance. 66, p. 1-22 22 p.

    Research output: Contribution to journal › Article › Research › peer review

  11. 2020
  12. Published

    Probability distortion, asset prices, and economic growth

    Dierkes, M., Germer, S. & Sejdiu, V., Feb 2020, In: Journal of Behavioral and Experimental Economics. 84, 101476.

    Research output: Contribution to journal › Article › Research › peer review

  13. Published

    Essays on asset pricing anomalies

    Schrön, S., 2020, Hannover. 249 p.

    Research output: Thesis › Doctoral thesis

  14. Published

    Paradoxes, Prices, and Preferences: Essays on Decision Making under Risk and Economic Outcomes

    Sejdiu, V., 2020, Hannover. 130 p.

    Research output: Thesis › Doctoral thesis

  15. 2019
  16. Published

    The Need for Discontinuous Probability Weighting Functions: How Cumulative Prospect Theory is Torn Between the Allais Paradox and the St. Petersburg Paradox

    Dierkes, M. & Sejdiu, V., 12 Dec 2019, 61 p.

    Research output: Working paper/Preprint › Working paper/Discussion paper

  17. Published

    Indistinguishability of small probabilities, subproportionality, and the common ratio effect

    Dierkes, M. & Sejdiu, V., Dec 2019, In: Journal of mathematical psychology. 93, 102283.

    Research output: Contribution to journal › Article › Research › peer review

  18. Published

    Hedging parameter risk

    Claußen, A., Rösch, D. & Schmelzle, M., Mar 2019, In: Journal of Banking and Finance. 100, p. 111-121 11 p.

    Research output: Contribution to journal › Article › Research › peer review

  19. 2018
  20. Published

    Correlated default and parameter risk

    Schmelzle, M., 2018, Hannover.

    Research output: Thesis › Doctoral thesis

  21. Published

    Lottery Characteristics and the Closed-End Fund Puzzle

    Dierkes, M. & Schrön, S., 2018.

    Research output: Working paper/Preprint › Working paper/Discussion paper

  22. 2017
  23. Published

    About depression babies and red diaper babies: Do macroeconomic experiences affect everybody's risk taking in the same way?

    Cordes, H. & Dierkes, M., 16 Feb 2017, In: Journal of Behavioral and Experimental Finance. 13, p. 25-27 3 p.

    Research output: Contribution to journal › Article › Research › peer review

  24. 2015
  25. Published

    Essays on risk management of financial institutions: systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under parameter uncertainty

    Claußen, A., 2015, 144 p.

    Research output: Thesis › Doctoral thesis

  26. 2014
  27. Published

    Adequacy of capital requirements for securitizations: financial engineering of regulatory approaches, cyclicality, systematic risk and rating standards

    Lützenkirchen, K. A., 2014, Hannover. 63 p.

    Research output: Thesis › Doctoral thesis

  28. 2013
  29. Published

    An analytical approach for systematic risk sensitivity of structured finance products

    Claußen, A., Schmelzle, M. & Rösch, D., 26 Apr 2013, In: Review of Derivatives Research. 2013, 17, p. 1 - 37 17 p.

    Research output: Contribution to journal › Article › Research › peer review

  30. Published

    Dynamic Implied Correlation Modeling and Forecasting in Structured Finance

    Löhr, S., Mursajew, O., Rösch, D. & Scheule, H., 2013, In: Journal of Futures Markets. 2013, 33, 11

    Research output: Contribution to journal › Article › Research › peer review

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