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Peter Scholz

Hamburg School of Business Administration

Professor for Banking & Financial Markets

Adolphsplatz 1

Hamburg, 20457

Germany

http://think-finance.de

  • Hamburg School of Business Administration

SCHOLARLY PAPERS

9

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

  • Hamburg School of Business Administration

Scholarly Papers (9)

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1.

A Revised Closed-Form Solution for Bond Convexity

Number of pages: 5 Posted: 24 May 2018
Peter Scholz
Hamburg School of Business Administration
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Bonds, Duration, Convexity, Closed-Form Solution

2.

Cryptocurrencies as an Asset Class?

Number of pages: 29 Posted: 02 May 2018
Sinan Krueckeberg and Peter Scholz
University of the German Federal Armed Forces - Helmut Schmidt Universität and Hamburg School of Business Administration
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Cryptocurrency, Tokens, Coins, Asset Class, Portfolio Optimization, Asset Management

3.

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

4.

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

Number of pages: 20 Posted: 08 Jun 2017 Last Revised: 23 Jan 2018
Peter Scholz, David Großmann and Sinan Krueckeberg
Hamburg School of Business Administration, Andrassy University Budapest, Students and University of the German Federal Armed Forces - Helmut Schmidt Universität
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Ambiguity Aversion, Economic Policy, Financial Crisis, Financial Regulation, Monetary Policy, Selective Perception, Uncertainty

5.

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

6.

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

7.

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

Number of pages: 21 Posted: 08 Feb 2017 Last Revised: 13 Jun 2017
Michael Tertilt and Peter Scholz
Hamburg School of Business Administration and Hamburg School of Business Administration
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Investment Advice, Robo-Advisor, FinTech, Digitalization, Risk Budget, Risk Appetite, Banking

8.

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

9.

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

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