Maximilian Wimmer

University of Regensburg

Department of Finance

Universitaetsstrasse 31

Regensburg, 93053

Germany

http://www-finance.uni-regensburg.de/Team/Maximilian-Wimmer.html

University of Mannheim - Finance Area

Mannheim, 68131

Germany

http://cf.bwl.uni-mannheim.de/

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 21,271

SSRN RANKINGS

Top 21,271

in Total Papers Downloads

3,050

SSRN CITATIONS
Rank 26,050

SSRN RANKINGS

Top 26,050

in Total Papers Citations

15

CROSSREF CITATIONS

21

Scholarly Papers (8)

1.

Where and When Does It Pay to Be Good? A Global Long-Term Analysis of ESG Investing

26th Australasian Finance and Banking Conference 2013
Number of pages: 29 Posted: 17 Aug 2013 Last Revised: 08 Oct 2013
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 799 (39,521)
Citation 5

Abstract:

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2.

Temperature Models for Pricing Weather Derivatives

Quantitative Finance, Vol.12, No. 3, March 2012, 489-500
Number of pages: 24 Posted: 11 Oct 2008 Last Revised: 18 May 2012
Frank Schiller, Gerold Seidler and Maximilian Wimmer
MunichRe, affiliation not provided to SSRN and University of Regensburg
Downloads 501 (72,357)
Citation 3

Abstract:

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Weather derivatives, temperature, heating degree days, cooling degree days, daily simulation

3.

Risk Capital Allocation for RORAC Optimization

Journal of Banking and Finance, Vol. 35, pp. 3001-3009, 2011
Number of pages: 23 Posted: 06 Jul 2010 Last Revised: 31 Aug 2011
affiliation not provided to SSRN, University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance and University of Regensburg
Downloads 398 (94,973)
Citation 2

Abstract:

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Risk capital, Economic capital, Capital allocation, Gradient allocation, Euler allocation, RORAC

4.

ESG-Persistence in Socially Responsible Mutual Funds

Number of pages: 11 Posted: 30 Aug 2012 Last Revised: 20 Sep 2012
Maximilian Wimmer
University of Regensburg
Downloads 393 (96,348)
Citation 3

Abstract:

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socially responsible investing, ESG-scores, corporate social responsibility, persistence

5.

The Effect of the Japan 2011 Disaster on Nuclear and Alternative Energy Stocks Worldwide: An Event Study

BuR Business Research Journal, Vol. 5, No. 1, pp. 25-41, May 2012
Number of pages: 17 Posted: 22 May 2012 Last Revised: 24 May 2012
Robert Ferstl, Sebastian Utz and Maximilian Wimmer
Oesterreichische Nationalbank (OeNB), University of St. Gallen - School of Finance and University of Regensburg
Downloads 379 (100,497)
Citation 1

Abstract:

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Fama-French model, Fukushima-Daiichi, bootstrap, event study, nuclear accidents

6.

Patience Pays Off - Financial Long-Term Benefits of Sustainable Management Decisions

Number of pages: 57 Posted: 05 Dec 2014
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 225 (173,321)
Citation 2

Abstract:

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Investment, Corporate Social Performance, BHAR, Abnormal Returns, Market Efficiency

7.

German Mittelstand Bonds: Yield Spreads and Liquidity

Number of pages: 24 Posted: 16 Oct 2015
Sebastian Utz, Martina Weber and Maximilian Wimmer
University of St. Gallen - School of Finance, University of Regensburg - Department of Finance and University of Regensburg
Downloads 182 (210,505)
Citation 2

Abstract:

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German Mittelstand Bond, Liquidity, Yield Spread, SME, Minibonds

8.

The Pricing of Temperature Futures at the Chicago Mercantile Exchange

Journal of Banking and Finance, Vol. 34, No.6, pp. 1360-1370, 2010
Number of pages: 28 Posted: 09 Dec 2009 Last Revised: 31 Mar 2011
Gregor Dorfleitner, Gregor Dorfleitner and Maximilian Wimmer
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance and University of Regensburg
Downloads 173 (219,853)
Citation 3

Abstract:

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Weather derivatives, Index modeling, Weather forecast, Futures pricing, Trading strategy