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The price-setting behavior of banks : an analysis of open-end leverage certificates on the German market
Entrop, Oliver; Scholz, Hendrik; Wilkens, Marco - In: Journal of banking & finance 33 (2009) 5, pp. 874-882
Persistent link: https://www.econbiz.de/10003836441
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Interest rate risk of German financial institutions : the impact of level, slope, and curvature of the term structure
Czaja, Marc-Gregor; Scholz, Hendrik; Wilkens, Marco - In: Review of quantitative finance and accounting 33 (2009) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003850662
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Interest rate risk rewards in stock returns of financial corporations : evidence from Germany
Czaja, Marc-Gregor; Scholz, Hendrik; Wilkens, Marco - In: European financial management : the journal of the … 16 (2010) 1, pp. 124-154
Persistent link: https://www.econbiz.de/10003926703
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Survivorship bias and mutual fund performance : relevance, significance, and methododical differences
Rohleder, Martin; Scholz, Hendrik; Wilkens, Marco - In: Review of finance : journal of the European Finance … 15 (2011) 2, pp. 441-474
Persistent link: https://www.econbiz.de/10009267145
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The Sharpe ratio's market climate bias : theoretical and empirical evidence from US equity mutual funds
Krimm, Sebastian; Scholz, Hendrik; Wilkens, Marco - In: The journal of asset management 13 (2012) 4, pp. 227-242
Persistent link: https://www.econbiz.de/10009630245
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Success and failure on the corporate bond fund market
Rohleder, Martin; Scholz, Hendrik; Wilkens, Marco - In: The journal of asset management 19 (2018) 6, pp. 429-443
Persistent link: https://www.econbiz.de/10011958118
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Jensen alpha and market climate
Breloer, Bernhard; Hühn, Hannah Lea; Scholz, Hendrik - In: The journal of asset management 17 (2016) 3, pp. 195-214
Persistent link: https://www.econbiz.de/10011485148
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Performance of International and Global Equity Mutual Funds : Do Country Momentum and Sector Momentum Matter?
Breloer, Bernhard - 2014
This is the first paper analyzing the impact of index momentum factors on the performance of international and global equity funds. Extending an international, index-based version of the Fama and French (1993) three-factor model by adding the factors of country momentum and sector momentum, we...
Persistent link: https://www.econbiz.de/10013067838
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Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?
Breloer, Bernhard; Scholz, Hendrik; Wilkens, Marco - In: Journal of Banking & Finance 43 (2014) C, pp. 58-77
This is the first paper analyzing the impact of index momentum factors on the performance of international and global equity funds. Extending an international, index-based version of the Fama and French (1993) three-factor model by adding the factors of country momentum and sector momentum, we...
Persistent link: https://www.econbiz.de/10010777127
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Untersuchungen zur Zinssensitivität börsennotierter Finanzdienstleister : Überblick und Diskussion alternativer Zinsfaktoren
Scholz, Hendrik; Simon, Stephan; Wilkens, Marco - In: Kredit und Kapital 41 (2008) 2, pp. 239-260
Persistent link: https://www.econbiz.de/10003742641