Peter Scholz

Hamburg School of Business Administration

Professor for Banking & Financial Markets

Willy-Brandt-Str. 75

Hamburg, 20459

Germany

http://think-finance.de

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 15,258

SSRN RANKINGS

Top 15,258

in Total Papers Downloads

6,508

TOTAL CITATIONS
Rank 48,158

SSRN RANKINGS

Top 48,158

in Total Papers Citations

32

Ideas:
“  Digitalization of the Financial Sector: FinTech, Robo-Advice, Blockchain, and more...  ”

Scholarly Papers (10)

1.

To Advise, or Not to Advise — How Robo-Advisors Evaluate the Risk Preferences of Private Investors

Number of pages: 2 Posted: 08 Feb 2017 Last Revised: 24 May 2019
Michael Tertilt and Peter Scholz
Hamburg School of Business Administration and Hamburg School of Business Administration
Downloads 4,304 (4,799)
Citation 18

Abstract:

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Investment Advice, Robo-Advisor, FinTech, Digitalization, Risk Budget, Risk Appetite, Banking

2.

Cryptocurrencies as an Asset Class?

Krückeberg, Sinan and Peter Scholz. 2019. “Cryptocurrencies as an Asset Class?” In Cryptofinance and Mechanisms of Exchange – The Making of Virtual Currency, edited by Stéphane Gouette, Guesmi Khaled and Samir Saadi. Springer. DOI: 10.1007/978-3-030-30738-7
Number of pages: 40 Posted: 02 May 2018 Last Revised: 06 Sep 2019
Sinan Krueckeberg and Peter Scholz
University of the German Federal Armed Forces - Helmut Schmidt Universität and Hamburg School of Business Administration
Downloads 949 (49,786)
Citation 12

Abstract:

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Cryptocurrency, Tokens, Coins, Asset Class, Portfolio Optimization, Asset Management

3.

Decentralized Efficiency? Arbitrage in Bitcoin Markets

Financial Analysts Journal, 76:3, 135-152, DOI: 10.1080/0015198X.2020.1733902
Number of pages: 32 Posted: 03 Dec 2018 Last Revised: 16 Jul 2020
Sinan Krueckeberg and Peter Scholz
University of the German Federal Armed Forces - Helmut Schmidt Universität and Hamburg School of Business Administration
Downloads 366 (163,495)
Citation 1

Abstract:

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Bitcoin, Cryptocurrency, Efficiency, Arbitrage, Patterns

4.

Hostile Takeovers: Are Banks Threatened by FinTechs?

Corporate Finance No. 01-02, p. 3-7, 2017
Number of pages: 11 Posted: 31 Jan 2017 Last Revised: 05 Mar 2018
Peter Scholz
Hamburg School of Business Administration
Downloads 265 (229,939)

Abstract:

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FinTech, Banking, Banken, FinTech, New Institutional Economics, P2P-Lending, Crowdfunding, Mobile Payment, Social Investing, Robo Advisor

5.

Better the Devil You Know Than the Devil You Don't — Financial Crises between Ambiguity Aversion and Selective Perception

The Central European Review of Economics and Management Vol. 2, No. 1, pp. 155-174. DOI: 10.29015/cerem.498
Number of pages: 20 Posted: 08 Jun 2017 Last Revised: 11 Nov 2021
Hamburg School of Business Administration, Andrassy University Budapest, Students and University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 242 (251,726)

Abstract:

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Ambiguity Aversion, Economic Policy, Financial Crisis, Financial Regulation, Monetary Policy, Selective Perception, Uncertainty

6.

A Revised Closed-Form Solution for Bond Convexity

Number of pages: 5 Posted: 24 May 2018
Peter Scholz
Hamburg School of Business Administration
Downloads 199 (302,730)

Abstract:

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Bonds, Duration, Convexity, Closed-Form Solution

7.

The Golden Rule of Banking: Funding Cost Risks of Bank Business Models

Number of pages: 42 Posted: 15 Dec 2017
David Großmann and Peter Scholz
Andrassy University Budapest, Students and Hamburg School of Business Administration
Downloads 183 (326,762)
Citation 1

Abstract:

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Bank Business Models, Funding Cost Risk, Liquidity Requirements, Value-Liquidity-at-Risk, Value Liquidity Expected Shortfall

8.

Managing Position Size Depending on Asset Price Characteristics

Journal of Applied Operational Research, Vol. 6(4), p. 189-206, 2014
Posted: 08 Feb 2017
Peter Scholz
Hamburg School of Business Administration

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Kelly Criterion; Money Management; Parametric Simulation; Position Sizing; Technical Trading; Timing Strategy

9.

Performance Analysis of Investment Strategies – Pitfalls and Surprises

Lecture Notes in Management Science, Vol. 5, p. 176-180, 2013
Posted: 08 Feb 2017
Peter Scholz and Ursula Walther
Hamburg School of Business Administration and Berlin School of Economics and Law

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Backtest; Forecast Power; Implementation; Market Efficiency; Performance Analysis; Simple Moving Average; Simulations; Technical Timing Strategies

10.

Bank Regulation: One Size Does Not Fit All

Journal of Applied Finance & Banking, Vol. 7, No. 5, 2017, pp. 1-27
Posted: 20 Jan 2017 Last Revised: 15 Aug 2017
David Großmann and Peter Scholz
Andrassy University Budapest, Students and Hamburg School of Business Administration

Abstract:

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Bank Business Models, Bank Capital Requirements, Cost of Capital, Leverage Ratio, Regulation, SREP