Bernhard Nietert

University of Marburg - School of Business and Economics - Finance and Banking

Professor

Universitätsstrasse 24

Marburg, 35037

Germany

  • University of Marburg - School of Business and Economics - Finance and Banking

    • Email
    • Tel: +49 6421 28 23727
    • Fax: +49 6421 28 28947
SCHOLARLY PAPERS

10

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4,520

TOTAL CITATIONS

10

Scholarly Papers (10)

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1.

Dynamic Portfolio Selection and Risk-Return Trade Off with Respect to Stock Price Jumps in Continuous Time

Working Paper 1/1997
Number of pages: 33 Posted: 16 Apr 1997
Bernhard Nietert
University of Marburg - School of Business and Economics - Finance and Banking
Downloads 1,088 (40,979)
Citation 1

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2.

Jump/Diffusion Option Pricing -A Reexamination from an Economic Viewpoint

Number of pages: 39 Posted: 10 Jun 1997
Bernhard Nietert
University of Marburg - School of Business and Economics - Finance and Banking
Downloads 663 (80,063)
Citation 2

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3.

Cost of Capital for ESG and Non-ESG Stocks: Regression- versus Theory-based Approaches

Number of pages: 94 Posted: 14 Jun 2022 Last Revised: 16 Jun 2022
Ahmed Mohamed Badreldin and Bernhard Nietert
University of Marburg - School of Business & Economics and University of Marburg - School of Business and Economics - Finance and Banking
Downloads 626 (86,093)
Citation 3

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cost of capital, ESG and non-ESG stocks, regression- versus theory-based pricing

4.

Pricing Relevance of Stock Price Jumps: CAPM and Variance Decomposition

Number of pages: 32 Posted: 30 Apr 2001
Bernhard Nietert
University of Marburg - School of Business and Economics - Finance and Banking
Downloads 594 (92,039)
Citation 2

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Pricing relevance of jumps, jump CAPM, nature of jump risk, systematic versus unsystematic jump risk, variance decomposition

5.

Portfolio Insurance and Model Uncertainty

Downloads 548 (101,834)

Portfolio Insurance and Model Uncertainty

Number of pages: 29 Posted: 31 Oct 2002
Bernhard Nietert
University of Marburg - School of Business and Economics - Finance and Banking
Downloads 548 (100,569)

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model uncertainty, portfolio selection, minimum-wealth or income-stream guarantee, Portfolio Insurance

Portfolio Insurance and Model Uncertainty

Posted: 21 Sep 2003
Bernhard Nietert
University of Marburg - School of Business and Economics - Finance and Banking

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Model uncertainty, Portfolio selection, Minimum-wealth or income-stream guarantee, Portfolio Insurance

6.

Some Economic Remarks on Arbitrage Theory

Working Paper No. B-7-01
Number of pages: 40 Posted: 14 Feb 2001
Bernhard Nietert and Jochen Wilhelm
University of Marburg - School of Business and Economics - Finance and Banking and University of Passau
Downloads 434 (134,927)
Citation 2

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Arbitrage theory, price functional, short sale constraints

7.

Portfolio Selection with Time Constraints and a Rational Explanation of Insufficient Diversification and Excessive Trading

Number of pages: 44 Posted: 14 Dec 2006
Armin Dolzer and Bernhard Nietert
University of Passau - Business Administration and Economics and University of Marburg - School of Business and Economics - Finance and Banking
Downloads 239 (255,104)

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Excessive Trading, Insufficient Diversification, Learning, Portfolio Selection, Time Constraint

8.

The Valuation of Greenhouse Gas (GHG) Emissions Allowances

Number of pages: 49 Posted: 10 Jan 2005
Bernhard Nietert
University of Marburg - School of Business and Economics - Finance and Banking
Downloads 205 (294,901)

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GHG abatement technology, emissions allowances, greenhouse gases (GHG), risk, valuation

9.

Empirical Asset Pricing: Economic Significance and Economic Model Evaluation

Number of pages: 67 Posted: 02 Apr 2020
Bernhard Nietert and Thomas Otto
University of Marburg - School of Business and Economics - Finance and Banking and Kreditanstalt für Wiederaufbau (KFW)
Downloads 123 (453,247)

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Economic significance, Lagrange duality, Economic model evaluation

10.

Sustainable Investment and Transparency Recommendations in Segmented Markets: An Application to Islamic Investment Accounts

Badreldin A.M., Nietert B. (2021) Sustainable Investment and Transparency Recommendations in Segmented Markets: An Application to Islamic Investment Accounts. In: Ali S.N., Jumat Z.H. (eds) Islamic Finance and Circular Economy. Gulf Studies, vol 5. Springer, Singapore. https://doi.org/10.1007/978-98
Posted: 16 Feb 2022
Ahmed Mohamed Badreldin and Bernhard Nietert
University of Marburg - School of Business & Economics and University of Marburg - School of Business and Economics - Finance and Banking

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