81 - 100 out of 142Page size: 20
  1. 2017

  2. Variance risk in commodity markets

    Prokopczuk, M., Symeonidis, L. & Wese Simen, C., Aug 2017, In: Journal of Banking and Finance. 81, p. 136-149 14 p.

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

  3. Published

    Allais for the poor: Relations to ability, information processing, and risk attitudes

    Herrmann, T., Hübler, O., Menkhoff, L. & Schmidt, U., 12 Jun 2017, In: Journal of risk and uncertainty. 54, 2, p. 129-156 28 p.

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

  4. Don't lapse into temptation: a behavioral explanation for policy surrender

    Nolte, S. & Schneider, J. C., 1 Jun 2017, In: Journal of Banking and Finance. 79, p. 12-27 16 p.

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

  5. Acts of helping and harming

    Sadrieh, A. & Schröder, M., 1 Apr 2017, In: Economics letters. 153, p. 77-79 3 p.

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

  6. 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

  7. Published

    Measures of Systemic Risk

    Feinstein, Z., Rudloff, B. & Weber, S., Jan 2017, In: SIAM Journal on Financial Mathematics. 8, 1, p. 672-708 37 p.

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

  8. 2016
  9. Published

    Prediction of extreme price occurrences in the German day-ahead electricity market

    Hagfors, L. I., Kamperud, H. H., Paraschiv, F., Prokopczuk, M., Sator, A. & Westgaard, S., 1 Dec 2016, In: Quantitative Finance. 16, 12, p. 1929-1948 20 p.

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

  10. Published

    A moment-based analytic approximation of the risk-neutral density of American options

    Arismendi, J. C. & Prokopczuk, M., 1 Nov 2016, In: Applied Mathematical Finance. 23, 6, p. 409-444 36 p.

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

  11. Minimum return guarantees, investment caps, and investment flexibility

    Mahayni, A. & Schneider, J. C., 1 Jul 2016, In: Review of derivatives research. 19, 2, p. 85-111 27 p.

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

  12. Published

    Inference on the long-memory properties of time series with non-stationary volatility

    Demetrescu, M. & Sibbertsen, P., Jul 2016, In: Economics letters. 144, p. 80-84 5 p.

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

  13. Published

    Seasonal Stochastic Volatility: Implications for the pricing of commodity options

    Arismendi, J. C., Back, J., Prokopczuk, M., Paschke, R. & Rudolf, M., May 2016, In: Journal of Banking and Finance. 66, p. 53-65 13 p.

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

  14. Innovating across boundaries: A portfolio perspective on innovation partnerships of multinational corporations

    Piening, E. P., Salge, T. O. & Schäfer, S., 1 Apr 2016, In: Journal of world business. 51, 3, p. 474-485 12 p.

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

  15. Published

    Jump and variance risk premia in the S&P 500

    Neumann, M., Prokopczuk, M. & Wese Simen, C., 1 Jan 2016, In: Journal of Banking and Finance. 69, p. 72-83 12 p.

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

  16. Published

    Contests, private provision of public goods and evolutionary stability

    Wagener, A., Jan 2016, In: Economics letters. 138, p. 34-37 4 p.

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

  17. 2015
  18. Published

    The Axiomatic Approach to Risk Measures for Capital Determination

    Föllmer, H. & Weber, S., 7 Dec 2015, In: Annual Review of Financial Economics. 7, p. 301-337 37 p.

    Research output: Contribution to journal › Review article › Research › peer review

  19. Published

    School-track environment or endowment: What determines different other-regarding behavior across peer groups?

    John, K. & Thomsen, S. L., 15 Oct 2015, In: Games and economic behavior. 94, p. 122-141 20 p.

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

  20. Published

    Self-serving bias and tax morale

    Blaufus, K., Braune, M., Hundsdoerfer, J. & Jacob, M., Jun 2015, In: Economics letters. 131, p. 91-93 3 p.

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

  21. Published

    The impact of model risk on capital reserves: a quantitative analysis

    Bertram, P., Sibbertsen, P. & Stahl, G., 15 May 2015, In: Journal of risk. 17, 5, p. 67-97 31 p.

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

  22. Published

    Time-variations in commodity price jumps

    Diewald, L., Prokopczuk, M. & Wese Simen, C., 1 Mar 2015, In: Journal of Empirical Finance. 31, p. 72-84 13 p.

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

  23. 2014
  24. Published

    Insurance demand and first-order risk increases under (μ, σ)-preferences revisited

    Eichner, T. & Wagener, A., Dec 2014, In: Finance research letters. 11, 4, p. 326-331 6 p.

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

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