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 18,718

SSRN RANKINGS

Top 18,718

in Total Papers Downloads

2,569

SSRN CITATIONS
Rank 24,811

SSRN RANKINGS

Top 24,811

in Total Papers Citations

7

CROSSREF CITATIONS

21

Scholarly Papers (8)

1.

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 490 (57,294)
Citation 3

Abstract:

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

2.

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
Gregor Dorfleitner, Sebastian Utz and Maximilian Wimmer
University of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 465 (61,155)
Citation 1

Abstract:

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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
Arne Buch, Gregor Dorfleitner and Maximilian Wimmer
affiliation not provided to SSRN, University of Regensburg - Department of Finance and University of Regensburg
Downloads 383 (77,106)

Abstract:

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

4.

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 367 (81,047)

Abstract:

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

5.

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 351 (85,313)
Citation 4

Abstract:

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

6.

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

Number of pages: 57 Posted: 05 Dec 2014
Gregor Dorfleitner, Sebastian Utz and Maximilian Wimmer
University of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 179 (169,214)
Citation 1

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 170 (177,115)
Citation 1

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 and Maximilian Wimmer
University of Regensburg - Department of Finance and University of Regensburg
Downloads 164 (182,601)
Citation 2

Abstract:

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