Markus Rudolf

WHU Otto Beisheim Graduate School of Management

Burgplatz 2

Vallendar, 56179

Germany

SCHOLARLY PAPERS

21

DOWNLOADS
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Top 14,416

in Total Papers Downloads

4,217

SSRN CITATIONS
Rank 41,104

SSRN RANKINGS

Top 41,104

in Total Papers Citations

9

CROSSREF CITATIONS

9

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
Konstantin Storms, Julia Kapraun and Markus Rudolf
WHU - Otto Beisheim School of Management, Goethe University Frankfurt - House of Finance and WHU Otto Beisheim Graduate School of Management
Downloads 883 (33,005)

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, Leibniz Universität Hannover - Faculty of Economics and Management and WHU Otto Beisheim Graduate School of Management
Downloads 694 (45,849)
Citation 7

Abstract:

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Commodities, Seasonality, Options Pricing

3.

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 295 (127,298)

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

4.

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 273 (138,112)
Citation 1

Abstract:

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

5.

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
Konstantin Storms, Julia Kapraun and Markus Rudolf
WHU - Otto Beisheim School of Management, Goethe University Frankfurt - House of Finance and WHU Otto Beisheim Graduate School of Management
Downloads 272 (138,593)
Citation 2

Abstract:

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market efficiency, investor attention, search engine volume

6.

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 250 (150,921)
Citation 2

Abstract:

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bank earnings management, bank regulation and supervision, bank ownership

7.

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 242 (155,698)

Abstract:

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sovereign risk, currency risk, systemic risk, DCC

8.

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 186 (199,119)
Citation 1

Abstract:

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disposition effect, experimental finance, financial attitudes and behaviour

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 172 (213,217)

Abstract:

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Stochastic discount factor, pricing kernel, international

Exchange Rates and the Conversion of Currency-Specific Risk Premia

European Financial Management, Vol. 13, No. 4, pp. 672-701, September 2007
Number of pages: 30 Posted: 15 Aug 2007
Astrid Eisenberg and Markus Rudolf
Mercer Oliver Wyman and WHU Otto Beisheim Graduate School of Management
Downloads 12 (712,969)
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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 181 (203,935)
Citation 1

Abstract:

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asset allocation, portfolio optimization, illiquid investments, life insurance

11.

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, Leibniz Universität Hannover - Faculty of Economics and Management, University of Mannheim - Department of Business Administration and Finance and WHU Otto Beisheim Graduate School of Management
Downloads 180 (204,900)
Citation 7

Abstract:

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

12.

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 178 (206,905)

Abstract:

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Reorganization, Bankruptcy code, Bargaining power, Recovery rate

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 144 (247,244)

Abstract:

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nonlinear prediction, neural networks, asset allocation

14.

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 99 (324,141)
Citation 1

Abstract:

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Currency risk, sovereign default risk, Bayesian analysis

15.

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 97 (328,475)

Abstract:

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

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 59 (435,161)

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

Abstract:

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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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