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

10

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

  • Hamburg School of Business Administration

Scholarly Papers (10)

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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: 13 Jul 2018
Michael Tertilt and Peter Scholz
Hamburg School of Business Administration and Hamburg School of Business Administration
Downloads 2,085 (6,326)

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

2.

Cryptocurrencies as an Asset Class?

Number of pages: 36 Posted: 02 May 2018 Last Revised: 28 Nov 2018
Sinan Krueckeberg and Peter Scholz
University of the German Federal Armed Forces - Helmut Schmidt Universität and Hamburg School of Business Administration
Downloads 232 (126,249)

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

3.

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
Downloads 116 (229,416)

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

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 91 (270,840)

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

5.

A Revised Closed-Form Solution for Bond Convexity

Number of pages: 5 Posted: 24 May 2018
Peter Scholz
Hamburg School of Business Administration
Downloads 71 (313,907)

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Bonds, Duration, Convexity, Closed-Form Solution

6.

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 60 (342,707)

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

7.

Decentralized Efficiency? Arbitrage in Bitcoin Markets

Number of pages: 24 Posted: 03 Dec 2018 Last Revised: 28 Dec 2018
Sinan Krueckeberg and Peter Scholz
University of the German Federal Armed Forces - Helmut Schmidt Universität and Hamburg School of Business Administration
Downloads 45 (389,785)

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Bitcoin, Cryptocurrency, Efficiency, Arbitrage

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

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