.
Wilkens, Marco's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 4,573
Total Citations 15
1.
Entrop, Oliver University of Passau
Memmel, Christoph Deutsche Bundesbank
Wilkens, Marco University of Augsburg
Zeisler, Alexander Barclays
Posted:
06 Mar 08
Last Revised:
17 Jun 11
928(10,389)
Interest rate risk, accounting-based approach, banking supervision, model evaluation
2.
Krimm, Sebastian University of Augsburg - Department of Finance and Banking
Scholz, Hendrik Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Wilkens, Marco University of Augsburg
Posted:
26 Jan 06
Last Revised:
31 Jul 12
541(22,904)
2
Performance evaluation, equity mutual funds, Sharpe ratio, bear market, market conditions
3.
Entrop, Oliver University of Passau
Schiemert, Richard Catholic University of Eichstaett-Ingolstadt
Wilkens, Marco University of Augsburg
Posted:
14 Aug 10
Last Revised:
13 May 13
495(25,777)
credit default swap, credit risk, corporate bond, stochastic intensity model
4.
Lean Trees - A General Approach for Improving Performance of Lattice Models for Option Pricing
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Baule, Rainer University of Hagen
Wilkens, Marco University of Augsburg
Posted:
18 Jan 01
Last Revised:
13 May 04
465(27,995)
4
Baule, Rainer University of Hagen
Wilkens, Marco University of Augsburg
0
Lean trees, lattice models, option pricing, numerical valuation techniques
Baule, Rainer University of Hagen
Wilkens, Marco University of Augsburg
465
4
Lean Trees, Lattice Models, Option Pricing, Numerical Valuation Techniques
5.
Scholz, Hendrik Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Simon, Stephan K.H. McKinsey & Company
Wilkens, Marco University of Augsburg
422(31,777)
maturity transformation, interest rate risk, financial institutions, liquidity preference hypothesis
6.
Entrop, Oliver University of Passau
Krombach, Arne Catholic University of Eichstaett-Ingolstadt
Memmel, Christoph Deutsche Bundesbank
Wilkens, Marco University of Augsburg
361(38,575)
Interest rate risk, term structure model, interest rate pass-through, banking supervision, German financial institutions
7.
Krimm, Sebastian University of Augsburg - Department of Finance and Banking
Scholz, Hendrik Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Wilkens, Marco University of Augsburg
Posted:
25 Aug 08
Last Revised:
19 May 11
219(68,074)
1
Performance evaluation, timing activities, total performance, selection performance, timing performance
8.
Breloer, Bernhard Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Scholz, Hendrik Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Wilkens, Marco University of Augsburg
Posted:
21 Jun 11
Last Revised:
13 Nov 12
198(75,440)
International Equity Funds, Global Equity Funds, Country Momentum, Sector Momentum, Fund Performance, Fund Ranking
9.
Rohleder, Martin University of Augsburg
Scholz, Hendrik Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Wilkens, Marco University of Augsburg
Posted:
18 Jun 11
Last Revised:
14 May 12
174(85,427)
1
fund disappearance, bond mutual fund performance, survivorship bias
10.
Entrop, Oliver University of Passau
Schiemert, Richard Catholic University of Eichstaett-Ingolstadt
Wilkens, Marco University of Augsburg
Posted:
18 Nov 11
Last Revised:
13 May 13
158(93,349)
credit default swap, default risk premium, default event risk premium, spread risk premium, mark-to-market risk premium, stochastic intensity model
11.
Entrop, Oliver University of Passau
McKenzie, Michael D. University of Sydney - Discipline of Finance
Wilkens, Marco University of Augsburg
Winkler, Christoph University of Augsburg
Posted:
16 Dec 12
Last Revised:
03 Feb 13
123(115,595)
retail derivatives, certificates, investor behavior
12.
Entrop, Oliver University of Passau
Memmel, Christoph Deutsche Bundesbank
Ruprecht, Benedikt Deutsche Bundesbank
Wilkens, Marco University of Augsburg
101(134,131)
term transformation, interest rate risk, optimal loan, deposit intermediation fees
13.
Entrop, Oliver University of Passau
Wilkens, Marco University of Augsburg
101(134,131)
deposit insurance, loan portfolio, maturity gap, structural model
14.
Entrop, Oliver University of Passau
Schober, Alexander University of Augsburg
Wilkens, Marco University of Augsburg
71(167,786)
2
Leverage Certificate, Warrant, Private Investor, Performance, Pricing Behavior
15.
Wilkens, Marco University of Augsburg
Yao, Juan University of Sydney - Business School - Finance Discipline
Jeyasreedharan, Nagaratnam University of Tasmania
Oehler, Patrick University of Augsburg
29(245,747)
Hedge Funds, Performance Measurement, Factor Model, Endogenous Benchmark
16.
Quantifying the Interest Rate Risk of Banks: Assumptions Do Matter
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Entrop, Oliver University of Passau
Wilkens, Marco University of Augsburg
Posted:
26 Feb 08
Last Revised:
21 Oct 09
4(327,746)
1
Entrop, Oliver University of Passau
Wilkens, Marco University of Augsburg
4
1
Entrop, Oliver University of Passau
Zeisler, Alexander Barclays
Wilkens, Marco University of Augsburg
Posted:
26 Feb 08
Last Revised:
22 Apr 09
0
interest rate risk, Basel Capital Accord, banking supervision, standardized interest rate shock
17.
Czaja, Marc-Gregor Allianz Investment Management
Scholz, Hendrik Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Wilkens, Marco University of Augsburg
2(335,521)
3
18.
Scholz, Hendrik Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Wilkens, Marco University of Augsburg
portfolio performance evaluation, mutual funds, Sharpe ratio, Treynor ratio, RAP
19.
Baule, Rainer University of Hagen
Entrop, Oliver University of Passau
Wilkens, Marco University of Augsburg
Posted:
18 Mar 08
Last Revised:
12 May 08
Structured product, discount certificate, vulnerable option, credit risk margin
20.
Rohleder, Martin University of Augsburg
Scholz, Hendrik Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Wilkens, Marco University of Augsburg
Posted:
08 Mar 08
Last Revised:
09 Jul 11
Mutual Fund Performance, Survivorship Bias
21.
Entrop, Oliver University of Passau
Scholz, Hendrik Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Wilkens, Marco University of Augsburg
Posted:
06 Mar 08
Last Revised:
12 Aug 10
Structured products, Certificates, Hedging, German market, Pricing
22.
Dietze, Leif Holger Catholic University of Eichstaett-Ingolstadt
Entrop, Oliver University of Passau
Wilkens, Marco University of Augsburg
Posted:
27 Jul 06
Last Revised:
13 Aug 10
performance measurement, European corporate bond market, investment grade corporate bond mutual funds, multi-index model, asset-class-factor model, Generalized Treynor Ratio
23.
Czaja, Marc-Gregor Allianz Investment Management
Scholz, Hendrik Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Wilkens, Marco University of Augsburg
Posted:
30 Jun 06
Last Revised:
17 Jun 10
German financial institutions, interest rate sensitivity, term structure, Nelson-Siegel approach
24.
Scholz, Hendrik Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Wilkens, Marco University of Augsburg
Posted:
09 Jun 04
Last Revised:
18 Mar 11
Mutual Funds, Performance Measurement, Sharpe Ratio, Treynor Ratio
25.
Scholz, Hendrik Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Wilkens, Marco University of Augsburg
Posted:
07 Apr 04
Last Revised:
18 Mar 11
Sharpe ratio, bear market, market conditions
26.
Entrop, Oliver University of Passau
Schober, Alexander University of Augsburg
Wilkens, Marco University of Augsburg
181
Leverage Certificate, Life Cycle Hypothesis, Pricing Behavior, Gap Risk, Order Flow
