Markus Rudolf

WHU Otto Beisheim Graduate School of Management

Burgplatz 2

Vallendar, 56179

Germany

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 18,968

SSRN RANKINGS

Top 18,968

in Total Papers Downloads

5,438

TOTAL CITATIONS
Rank 34,499

SSRN RANKINGS

Top 34,499

in Total Papers Citations

31

Scholarly Papers (21)

1.

In Search of Alpha - Trading on Limited Investor Attention

Number of pages: 28 Posted: 04 Nov 2015 Last Revised: 19 Nov 2015
WHU - Otto Beisheim School of Management, Goethe University Frankfurt - House of FinanceUniversity of Hamburg and WHU Otto Beisheim Graduate School of Management
Downloads 1,003 (46,965)

Abstract:

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investor attention, search engine volume, trading strategy

2.

Seasonality and the Valuation of Commodity Options

Journal of Banking and Finance, Vol. 37, No. 2, 2013
Number of pages: 61 Posted: 29 Nov 2009 Last Revised: 02 Jan 2013
Janis Back, Marcel Prokopczuk and Markus Rudolf
WHU - Otto Beisheim School of Management, University of Reading - ICMA Centre and WHU Otto Beisheim Graduate School of Management
Downloads 864 (57,767)
Citation 15

Abstract:

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Commodities, Seasonality, Options Pricing

3.

Seasonal Stochastic Volatility: Implications for the Pricing of Commodity Options

Journal of Banking and Finance, Vol. 66, 2016
Number of pages: 53 Posted: 05 Jul 2011 Last Revised: 22 Mar 2019
University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students, WHU - Otto Beisheim School of Management, University of Reading - ICMA Centre, University of Mannheim - Department of Business Administration and Finance and WHU Otto Beisheim Graduate School of Management
Downloads 389 (156,325)
Citation 7

Abstract:

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commodities, seasonality, stochastic volatility, options pricing, natural gas, corn

4.

Can Retail Investor Attention Enhance Market Efficiency? Insights from Search Engine Data

Number of pages: 38 Posted: 29 Jul 2015 Last Revised: 04 Nov 2015
WHU - Otto Beisheim School of Management, Goethe University Frankfurt - House of FinanceUniversity of Hamburg and WHU Otto Beisheim Graduate School of Management
Downloads 375 (162,879)
Citation 2

Abstract:

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market efficiency, investor attention, search engine volume

5.

Financial Attitudes, Behaviours, and the Disposition Effect

Number of pages: 54 Posted: 13 Mar 2019
Marc Wierzbitzki, Sebastian Seidens and Markus Rudolf
WHU - Otto Beisheim School of Management, WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 354 (173,634)
Citation 1

Abstract:

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disposition effect, experimental finance, financial attitudes and behaviour

6.

Valuation of Customers in Growth Companies - a Scenario Based Model

Number of pages: 24 Posted: 10 May 2005
WHU Otto Beisheim Graduate School of Management, University of Muenster and Independent
Downloads 329 (187,902)

Abstract:

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Bathtub Distribution, Bifurcation, Customer Valuation, Customer Equity, Growth Company, Mean Reversion Process, Momentum Process, Real Option, Start-up, Valuation

7.

The Costs of Bank Earnings Management

Number of pages: 33 Posted: 14 Mar 2010 Last Revised: 10 Dec 2010
Valeria Biurrun and Markus Rudolf
WHU Otto Beisheim Graduate School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 321 (192,863)
Citation 1

Abstract:

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bank earnings management, loss avoidance, income smoothing, earnings aggressiveness, cost of equity, trading volume

8.

Mitigating Bank Earnings Management - The Role of Regulation and Supervision

Number of pages: 30 Posted: 12 May 2010 Last Revised: 13 Jul 2010
Valeria Biurrun and Markus Rudolf
WHU Otto Beisheim Graduate School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 319 (194,096)
Citation 3

Abstract:

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bank earnings management, bank regulation and supervision, bank ownership

9.

The Linkage between Sovereign Defaults and Exchange Rate Shocks in the Eurozone: A Measure for Systemic Risk

Number of pages: 31 Posted: 02 Nov 2014 Last Revised: 29 Apr 2015
Marcel Omachel and Markus Rudolf
WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 291 (214,022)

Abstract:

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sovereign risk, currency risk, systemic risk, DCC

10.

Portfolio Optimization with Illiquid Life Insurance Investments

Number of pages: 36 Posted: 01 Nov 2014 Last Revised: 05 Mar 2016
Ruth Kümmerle and Markus Rudolf
WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 227 (274,261)
Citation 1

Abstract:

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asset allocation, portfolio optimization, illiquid investments, life insurance

11.

Bankruptcy Codes, Bargaining, and the Valuation of Distressed Securities

Number of pages: 37 Posted: 28 Apr 2010
Marc-Olivier Lücke and Markus Rudolf
WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 223 (279,067)

Abstract:

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Reorganization, Bankruptcy code, Bargaining power, Recovery rate

12.

Exchange Rates and the Conversion of Currency-Specific Risk Premia

Number of pages: 55 Posted: 19 Aug 2004
Astrid Eisenberg and Markus Rudolf
Mercer Oliver Wyman and WHU Otto Beisheim Graduate School of Management
Downloads 199 (310,520)

Abstract:

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Stochastic discount factor, pricing kernel, international

13.

The Economic Value of Nonlinear Predictions in Asset Allocation

Number of pages: 30 Posted: 09 May 2010 Last Revised: 30 Jan 2012
Friedrich Kruse and Markus Rudolf
WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 180 (340,366)

Abstract:

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nonlinear prediction, neural networks, asset allocation

14.

Feedback Trading: Strategies during Day and Night with Global Interconnectedness

Number of pages: 46 Posted: 23 Nov 2018
Alex Kusen and Markus Rudolf
WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 141 (418,003)

Abstract:

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Heterogeneous investors, Feedback trading, Conditional volatility, Global interconnectedness, GARCH

15.

Common Risks in the Eurozone

Number of pages: 52 Posted: 21 Oct 2014 Last Revised: 21 Dec 2015
Matthias Held, Marcel Omachel and Markus Rudolf
WHU - Otto Beisheim School of Management, WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 135 (432,554)
Citation 1

Abstract:

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Currency risk, sovereign default risk, Bayesian analysis

16.

Investment Strategies with Illiquid Life Insurance Investment and Intergenerational Return Smoothing

Number of pages: 31 Posted: 07 Mar 2016
Ruth Kümmerle and Markus Rudolf
WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 88 (587,207)

Abstract:

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illiquidity, life insurance, portfolio optimization, return smoothing

17.

Customer Satisfaction in Private Banking

Credit and Capital Markets, Vol. 47 (3), 485-520, 2014
Posted: 12 Oct 2018
Volker Seiler and Markus Rudolf
Xi'an Jiaotong-Liverpool University and WHU Otto Beisheim Graduate School of Management

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Private Banking, Private Wealth Management, Customer Satisfaction, Partial Least Squares

18.

The Illiquidity Discount of Life Insurance Investments

Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 105, Issue 3, 2016
Posted: 07 Mar 2016 Last Revised: 07 Nov 2016
Ruth Kümmerle and Markus Rudolf
WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management

Abstract:

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illiquidity, life insurance, CRRA, portfolio optimization

19.

The Influence of Socio-Demographic Variables on Customer Satisfaction and Loyalty in the Private Banking Industry

International Journal of Bank Marketing, Vol. 31 No. 4, pp. 235-258
Posted: 09 Aug 2013
Volker Seiler, Markus Rudolf and Tim Krume
Xi'an Jiaotong-Liverpool University, WHU Otto Beisheim Graduate School of Management and WHU - Otto Beisheim Graduate School of Management

Abstract:

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Private banking, Customer satisfaction, Customer loyalty, Partial least squares (PLS), Socio-demographic variables, ANOVA

20.

Service Quality in the Private Banking Business

Financial Markets and Portfolio Management, Vol. 25, No. 2, 2011
Posted: 16 Jun 2011
Markus Rudolf and Carsten Horn
WHU Otto Beisheim Graduate School of Management and affiliation not provided to SSRN

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service quality, private banking, partial least squares

21.

Editorial

Financial Markets and Portfolio Management, Vol. 20, No. 3, pp. 241-242, 2006
Posted: 17 Sep 2006
Markus Rudolf
WHU Otto Beisheim Graduate School of Management

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