Forschung
Publikationen

Publikationen des Institutes für Banken und Finanzierung

Publikationen in referierten Fachjournalen

Working Paper

  • Claußen, A., Dierkes, M., Schroen, S. (2020): What is the latent factor behind the idiosyncratic volatility puzzle?
  • Dierkes, M., Schroen, S. (2019): Lottery Characteristics, Time-Varying Skewness Preference, and the Closed-End Fund Puzzle
  • Dierkes, M. Seijdiu, V. (2019): The Need for Discontinuous Probability Weighting Functions: How Cumulative Prospect Theory is torn between the Allais Paradox and the St. Petersburg Paradox.SSRN Electronic Journal
    DOI: https://doi.org/10.2139/ssrn.3465830
  • Dierkes, M. (2013): Probability Weighting and Asset Prices
    DOI: https://dx.doi.org/10.2139/ssrn.2253817
  • Dierkes, M. (2009): Option-implied risk attitude under rank-dependent utility | Datei |