Sebastian Utz

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

10

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1,441

SSRN CITATIONS

1

CROSSREF CITATIONS

8

Scholarly Papers (10)

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 Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 480 (59,889)
Citation 1

Abstract:

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2.

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 (82,474)

Abstract:

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

3.

Omega-CVaR Portfolio Optimization and Its Worst Case Analysis

OR Spectrum, 2017, Volume 39, Number 2, pp 505-539
Number of pages: 34 Posted: 28 Jan 2016 Last Revised: 24 Jan 2018
Amita Sharma, Sebastian Utz and Aparna Mehra
Indian Institute of Technology Delhi - Department of Mathematics, University of St. Gallen - School of Finance and Department of Mathematics, Indian Institute of Technology Delhi
Downloads 213 (146,534)
Citation 1

Abstract:

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Omega ratio, Conditional value-at-risk, Robust portfolio optimization, Modified Sharpe ratio, Value-at-risk

4.

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

Number of pages: 57 Posted: 05 Dec 2014
University of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 182 (169,497)
Citation 1

Abstract:

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

5.

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 172 (178,205)
Citation 1

Abstract:

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

6.

UN PRI Signatories' Ethics: Walk the Talk or Talk the Talk? Serious Ethical First Movers vs. Late Free Riders

Number of pages: 36 Posted: 03 Jun 2019
University of Kassel - Economics, University of St. Gallen - School of Finance, University of St. Gallen and University of Kassel - Economics
Downloads 27 (493,866)

Abstract:

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Principles for Responsible Investment, Event study, Propensity score matching

7.

Sustainability in Supplier Selection and Order Allocation: Combining Integer Variables with Markowitz Portfolio Theory

Journal of Cleaner Production, doi: 10.1016/j.jclepro.2018.12.315
Posted: 07 Jan 2019 Last Revised: 26 Apr 2019
Florian Kellner and Sebastian Utz
University of Regensburg - Faculty of Business, Economics & Information Systems and University of St. Gallen - School of Finance

Abstract:

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Supplier Selection, Order Allocation, Multi-Criteria Decision Making, Graphical Decision Support Application, Sustainability, Supply Risk

8.

Corporate Scandals and the Reliability of ESG Assessments: Evidence from an International Sample

Review of Managerial Science, Forthcoming
Posted: 31 Jan 2018
Sebastian Utz
University of St. Gallen - School of Finance

Abstract:

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Corporate social responsibility, ESG rating, CSR scandals, ESG reliability

9.

A Posteriori Decision Support Methodology for Solving the Multi-Criteria Supplier Selection Problem

European Journal of Operational Research, doi: 10.1016/j.ejor.2018.06.044
Posted: 19 Jan 2017 Last Revised: 08 Aug 2018
Florian Kellner, Bernhard Lienland and Sebastian Utz
University of Regensburg - Faculty of Business, Economics & Information Systems, University of Regensburg and University of St. Gallen - School of Finance

Abstract:

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Supply chain management, Supplier selection, Sustainability, Logistics, Decision support systems

10.

Over-Investment or Risk Mitigation? Corporate Social Responsibility in Asia-Pacific, Europe, Japan, and the United States

Review of Financial Economics, Forthcoming
Posted: 01 Jun 2016 Last Revised: 09 Oct 2017
Sebastian Utz
University of St. Gallen - School of Finance

Abstract:

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Corporate social responsibility, stock synchronicity, stock price crash risk