Benutzerspezifische Werkzeuge

Information zum Seitenaufbau und Sprungmarken fuer Screenreader-Benutzer: Ganz oben links auf jeder Seite befindet sich das Logo der JLU, verlinkt mit der Startseite. Neben dem Logo kann sich rechts daneben das Bannerbild anschließen. Rechts daneben kann sich ein weiteres Bild/Schriftzug befinden. Es folgt die Suche. Unterhalb dieser oberen Leiste schliesst sich die Hauptnavigation an. Unterhalb der Hauptnavigation befindet sich der Inhaltsbereich. Die Feinnavigation findet sich - sofern vorhanden - in der linken Spalte. In der rechten Spalte finden Sie ueblicherweise Kontaktdaten. Als Abschluss der Seite findet sich die Brotkrumennavigation und im Fussbereich Links zu Barrierefreiheit, Impressum, Hilfe und das Login fuer Redakteure. Barrierefreiheit JLU - Logo, Link zur Startseite der JLU-Gießen Direkt zur Navigation vertikale linke Navigationsleiste vor Sie sind hier Direkt zum Inhalt vor rechter Kolumne mit zusaetzlichen Informationen vor Suche vor Fußbereich mit Impressum

Artikelaktionen

Willkommen an der Professur für BWL und Finanzierung und Banken

 Börse & Skyline

 

 

Sie suchen Informationen rund um die Professur für Finanzierung und Banken,

zum Beispiel zu unseren Tätigkeiten in Forschung und Lehre?

Auf unserer Homepage finden Sie alles Wissenswerte.

 

 

Auswahl an Aktuelle Publikationen

 

Hier finden Sie eine Auswahl der aktuellen Publikationen der Mitarbeiter der Professur

 

  • Fund Flows, Manager Change and Performance Persistence? co-authors D. Blake, P. Lückoff and I. Tonks, Review of Finance (forthcoming), 2017.

 

  • Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches, co-author D. Wolff, in: European Journal of Finance, 2017, 23 (1), 1-30.

 

  • Equity Issues and Stock Repurchases of Initial Public Offerings, co-authors W. Drobetz, M. Seim and J. Zimmermann: in: European Financial Management 2016, 31-62

 

  • Analyzing Hedging Strategies for Fixed Income Portfolios: A Bayesian Approach for Model Selection, co-authors A. Leonhardt and D. Wolff, 2016, International Review of Financial Analysis 46, 2016, 239-246

 

  • Capacity Effects and Winner Fund Performance: The Relevance and Interactions of Fund and Family Characteristics, Co-authors L. Kryzanowski, P. Kurmann, and P. Lückoff, in: European Journal of Finance 60, 2016, 1-20.

 

  • The Cross-Listing and Cross-Trading of German Companies in the US and of Foreign Companies in Germany, co-authors F. Kaen and C. Schneck, Journal of Applied Corporate Finance 27, Fall, 2015, 58-67.

 

  • Bidder contests in international mergers and acquisitions: The impact of toeholds, preemptive bidding, and termination fees, co-authors C. Schneck and J. Zimmermann, International Review of Financial Analysis 42, 2015, 4-23.

 

  • Time-Varying Systematic and Idiosyncratic Risk Exposures of US Bank Holding Companies, co-authors P. Kurmann and T. Nohel, Journal of International Financial Markets, Institutions & Money 35, 2015, 45-68.

 

  • The Returns to Hedge Fund Activism in Germany, co- authors W. Drobetz and J. Holler, in: European Financial Management 2015, 106-147.

 

  • Do Commodities add Value in Multi-Asset-Portfolios? An Out-of-Sample Analysis for different Commodity Groups, co-author D. Wolff, Journal of Banking and Finance 60, 2015, 1-20.

 

 


Aktuelle Vorträge

 

Hier finden Sie eine Auswahl der aktuellen Vorträge, die Mitarbeiter der Professur auf Konferenzen gehalten haben oder halten werden

 

  • The Firm Survival of Initial Public Offerings in Europe: The Impact of Venture Capital and Private Equity, Multinational Finance Society Stockholm, Sweden, June 2016.

 

  • Portfolio Optimization with Return Predictions Models, Multinational Finance Society, Stockholm, Sweden, June 2016.

 

  • Growth Strategies of Initial Public Offerings in Europe, Financial Management Asian Meeting, Sydney, August 2016.

 

  • Growth Strategies of Initial Public Offerings in Europe, Financial Management Association Meeting, Las Vegas, October 2016.

 

  • Optimal Asset Allocation Strategies for International Equity Portfolios: A Comparison of Country versus Sector Optimization, EBES Conference, Budapest, January 2017

 

  • Optimal Asset Allocation Strategies for International Equity Portfolios: A Comparison of Country versus Sector Optimization, Midwest Finance Association, Annual Meeting, Chicago, March 2017.

 

  • Return Prediction Models and Portfolio Optimization: Evidence for Industry Portfolios, Research Seminar, University of Minho, Braga, Portugal, April 2017.

 

  • Central Clearing and Systemic Risk, Chapman Conference on Money and Banking, Chapman University, Los Angeles, USA, May 2017.

 

  • Optimal Asset Allocation Strategies for International Equity Portfolios: A Comparison of Country versus Sector Optimization, Financial Management European Annual Meeting, Lisbon, Portugal, June 2017.

 

  • Optimal Asset Allocation Strategies for International Equity Portfolios: A Comparison of Country versus Sector Optimization, Multinational Finance Society, Bucharest, Romania, June 2017.

 

  • Optimal Asset Allocation Strategies for International Equity Portfolios: A Comparison of Country versus Sector Optimization, European Financial Management Association Conference, Athens, Greece, July 2017.

 

  • Optimal Asset Allocation Strategies for International Equity Portfolios: A Comparison of Country versus Sector Optimization, World Finance & Banking Symposium, Cagliari, Italy, July 2017.

 

  • The Effect of Creditor Rights on Dividend Payout with Changes in the Information Environment, FMA, Boston, USA October 2017

 

  • Portfolio Optimization with Industry Return Prediction Models, Center for Financial Studies Research Seminar Series/Quantitative Finance seminar, Lally School of Management, Rensselaer Polytechnic Institute, Troy, NY, October 2017.

 

  • Optimal Asset Allocation Strategies for International Equity Portfolios: A Comparison of Country versus Sector Optimization, 2017 Paris Financial Management Conference, Paris, France, December 2017.

 

  • Portfolio Optimization with Industry Return Prediction Models, 30th Australasian Finance and Banking Conference, Sydney, Australia,  December 2017.

 

  • The Effect of Creditor Rights on Dividend Payout with Changes in the Information Environment, Paris Financial Management Conference, Paris, France, December 2017. 

 

  • Portfolio Optimization with Industry Return Prediction Models, 2017 Auckland Finance Meeting, Queenstown, New Zealand, December 2017. 

 


Aktuelle Arbeitspapiere

 

Hier finden Sie eine Auswahl der aktuellen Arbeitspapiere der Mitarbeiter an der Professur

 

  • Return Forecast Models and Out-of-Sample Portfolio Optimization: Evidence for Industry Portfolios, co-author D. Wolff, 2017

 

  • Optimal Asset Allocation Strategies for International Equity Portfolios: A Comparison of Country versus Sector Optimization, co-authors G. Taushanov and D. Wolff, 2017.

 

  • Macroeconomic Risks and the Fama-French Five-Factor Asset Pricing Model, Co-author Tom Conlon, 2017.

 

  • The Survival of Initial Public Offerings in Europe: The Impact of Venture Capital and Private Equity, co-authors S. Espenlaub und M. Seim 2016.

 

  • Acquisition Activities of Initial Public Offerings in Europe: An Analysis of Exit and Growth Strategies, co-author C. Schneck und J. Zimmermann, 2016.

 

  • Growth Strategies of Entrepreneurial Firms after Going Public: A Comparison of M&A Activities and R&D Investments, co-author C. Schneck and J. Zimmermann, 2016.

 

  • Changes and Drivers of Transaction Costs of Corporate, Government and Covered Bonds: Do Effective Spreads Decrease with Trade Size? co-authors L. Johanning, M. Becker and A. Völkle, 2016.