Dominik Schulte

University of Augsburg

Universitätsstr. 2

Augsburg, 86159

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

780

SSRN CITATIONS

9

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

The Performance of Equity Index Option Strategy Returns During the Financial Crisis

Number of pages: 35 Posted: 07 Oct 2015 Last Revised: 01 Dec 2015
Dominik Schulte and Michael Z. Stamos
University of Augsburg and Allianz Global Investors
Downloads 457 (72,055)

Abstract:

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Option strategies, index options, performance measurement

2.

Mutual Fund Stock-Picking Skill: New Evidence from Valuation versus Liquidity-Motivated Trading

Financial Management 2018, 47(2), 309-347
Number of pages: 44 Posted: 26 Nov 2015 Last Revised: 13 Jun 2018
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 239 (147,142)
Citation 1

Abstract:

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Mutual fund trading, valuation, liquidity, skill, flow risk, wisdom of crowds

3.

Bond Mutual Funds and Complex Investments

Journal of Asset Management 2017, 18(6), 433-456
Number of pages: 43 Posted: 15 Mar 2016 Last Revised: 18 Mar 2018
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 37 (495,267)
Citation 1

Abstract:

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Mutual fund performance, bond funds performance, derivatives interest rate futures

4.

The Benefits of Option Use by Mutual Funds

Journal of Financial Intermediation 2016, 26, 142-168
Number of pages: 57 Posted: 24 Sep 2014 Last Revised: 28 Mar 2019
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 25 (559,506)
Citation 4

Abstract:

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Mutual funds, performance, options, hedging

5.

Management of Flow Risk in Mutual Funds

Review of Quantitative Finance and Accounting 2017, 45(1), 31-56.
Number of pages: 46 Posted: 03 Apr 2014 Last Revised: 18 Mar 2018
Martin Rohleder, Dominik Schulte and Marco Wilkens
University of Augsburg, University of Augsburg and University of Augsburg
Downloads 22 (578,611)
Citation 4

Abstract:

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Mutual fund performance, mutual fund flows, derivatives