Publications of the Institute of Banking and Finance

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
  • Dierkes, M. (2013): Probability Weighting and Asset Prices
  • Dierkes, M. (2009): Option-implied risk attitude under rank-dependent utility | File |