Marc Oliver Rieger

University of Trier

15, Universitaetsring

Trier, 54286

Germany

http://www.banking-finance.uni-trier.de

  • University of Trier

SCHOLARLY PAPERS

35

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106

CROSSREF CITATIONS

32

Scholarly Papers (35)

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1.

The War Puzzle: Contradictory Effects of International Conflicts on Stock Markets

Swiss Finance Institute Research Paper No. 11-21
Number of pages: 30 Posted: 31 May 2011
Amelie Brune, Thorsten Hens, Marc Oliver Rieger and Mei Wang
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, University of Trier and WHU - Otto Beisheim School of Management
Downloads 3,725 (5,241)
Citation 10

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International conflicts, war, stock market reaction, news analysis, behavioral finance

2.

How Time Preferences Differ: Evidence from 53 Countries

Journal of Economic Psychology, Forthcoming
Number of pages: 53 Posted: 04 Oct 2009 Last Revised: 07 Jan 2016
Mei Wang, Marc Oliver Rieger and Thorsten Hens
WHU - Otto Beisheim School of Management, University of Trier and University of Zurich - Department of Banking and Finance
Downloads 3,536 (5,703)
Citation 45

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Intertemporal decision, Endogenous preference, Cross-cultural comparison

3.

Why do Investors Buy Structured Products?

EFA 2009 Bergen Meetings Paper
Number of pages: 31 Posted: 16 Feb 2009 Last Revised: 18 Aug 2011
Thorsten Hens and Marc Oliver Rieger
University of Zurich - Department of Banking and Finance and University of Trier
Downloads 2,787 (8,275)
Citation 3

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structured products, equity-linked notes, index-linked notes, Behavioral Finance, CAPM

4.

Prospect Theory Around the World

NHH Dept. of Finance & Management Science Discussion Paper No. 2011/19
Number of pages: 37 Posted: 10 Nov 2011
Marc Oliver Rieger, Mei Wang and Thorsten Hens
University of Trier, WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance
Downloads 1,287 (27,695)
Citation 23

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Risk preferences, prospect theory, cross-cultural comparison

5.

The Behavioral Foundations of Corporate Dividend Policy: A Cross-Country Analysis

Number of pages: 63 Posted: 07 Apr 2011 Last Revised: 08 Jan 2014
Wolfgang Breuer, Marc Oliver Rieger and Can Kalender Soypak
RWTH Aachen University, University of Trier and RWTH Aachen University - Chair for Business Administration, particularly Business Finance
Downloads 1,121 (33,791)
Citation 8

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ambiguity aversion, behavioral decision theory, corporate dividend policy, loss aversion, patience

6.

Financial Market Equilibria with Cumulative Prospect Theory

Swiss Finance Institute Research Paper No. 07-21
Number of pages: 34 Posted: 14 May 2007 Last Revised: 13 Jan 2021
Enrico G. De Giorgi, Thorsten Hens and Marc Oliver Rieger
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and University of Trier
Downloads 677 (67,464)
Citation 11

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Cumulative prospect theory, general equilibrium model, non-convex preferences, continuum of agents

7.

International Evidence on the Equity Premium Puzzle and Time Discounting

Downloads 660 (69,679)
Citation 4

International Evidence on the Equity Premium Puzzle and Time Discounting

Multinational Finance Journal, 2013, vol. 17, no. 3/4, pp. 149-163
Number of pages: 15 Posted: 31 Jul 2012 Last Revised: 02 Aug 2017
Marc Oliver Rieger, Mei Wang and Thorsten Hens
University of Trier, WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance
Downloads 461 (107,433)

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equity risk premium, time discounting, myopic loss aversion, cultural finance

International Evidence on the Equity Premium Puzzle and Time Discounting

Multinational Finance Journal, Vol. 17, No. 3/4, p. 149-163, 2013
Number of pages: 15 Posted: 18 Jun 2015
Marc Oliver Rieger, Mei Wang and Thorsten Hens
University of Trier, WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance
Downloads 199 (260,638)
Citation 3

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equity risk premium; time discounting; myopic loss aversion; cultural finance

8.

Explaining the Demand for Structured Financial Products: Survey and Field Experiment Evidence

Number of pages: 19 Posted: 20 Oct 2010
Marc Oliver Rieger and Thorsten Hens
University of Trier and University of Zurich - Department of Banking and Finance
Downloads 562 (85,213)
Citation 2

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Structured financial products, capital protected products, loss aversion

9.

Co-Monotonicity of Optimal Investments and the Design of Structured Financial Products

Swiss Finance Institute Research Paper No. 07-28
Number of pages: 47 Posted: 25 Feb 2007
Marc Oliver Rieger
University of Trier
Downloads 459 (109,103)

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Co-monotonicity, structured products, portfolio optimization, noarbitrage condition, decision theory

10.

Probability Misestimation and Preferences in Financial Investment Decision

Number of pages: 20 Posted: 25 Mar 2009
Marc Oliver Rieger
University of Trier
Downloads 381 (135,715)
Citation 1

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Structured financial products, equity linked notes, index linked notes, behavioral bias, investment decision

11.

Corporate Cash Holdings and Ambiguity Aversion

Review of Finance, Forthcoming
Number of pages: 55 Posted: 28 Apr 2013 Last Revised: 08 May 2016
Wolfgang Breuer, Marc Oliver Rieger and Can Kalender Soypak
RWTH Aachen University, University of Trier and RWTH Aachen University - Chair for Business Administration, particularly Business Finance
Downloads 358 (144,958)
Citation 2

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Ambiguity aversion, behavioral decision theory, cash holding policy, corporate finance

12.

Should Your Bank Invest for You? Evidence from Private Banking Accounts

Number of pages: 22 Posted: 31 May 2011 Last Revised: 13 Aug 2011
Ji Cao, Marcel Fischli and Marc Oliver Rieger
Nankai University - Business School, UBS AG and University of Trier
Downloads 302 (173,732)

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individual investor, portfolio management, private banking, mixture model, cluster analysis

13.

Can Television Reduce Xenophobia? The Case of East Germany

CESifo Working Paper Series No. 6632
Number of pages: 78 Posted: 29 Jul 2020
Lars Hornuf, Marc Oliver Rieger and Sven A. Hartmann
Technische Universität Dresden, University of Trier and Institute for Labour Law and Industrial Relations in the European Union (IAAEU)
Downloads 297 (176,810)
Citation 3

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Mass media, Television, Xenophobia, Attitudes towards foreigners, East Germany, Natural experiment

14.

Risk Classes for Structured Products: Mathematical Aspects and their Implications on Behavioral Investors

Number of pages: 16 Posted: 23 May 2012
Ji Cao and Marc Oliver Rieger
Nankai University - Business School and University of Trier
Downloads 295 (178,129)

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Value at Risk, structured products, risk measure

15.

Games and Prospects

Swiss Finance Institute Research Paper No. 07-29
Number of pages: 21 Posted: 11 Oct 2007
Marc Oliver Rieger
University of Trier
Downloads 257 (204,881)

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Prospect Theory, Existence of Nash Equilibria, Evolutionary stability

16.

Safety First, Loss Probability, and the Cross Section of Expected Stock Returns

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 58 Posted: 31 Oct 2019
Ji CAO, Marc Oliver Rieger and Lei Zhao
Yunnan University - School of Development Studies, University of Trier and ESCP Business School
Downloads 227 (231,211)
Citation 1

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17.

Explaining Asymmetric Volatility around the World

Number of pages: 54 Posted: 11 Feb 2009
Tõnn Talpsepp and Marc Oliver Rieger
Tallinn University of Technology and University of Trier
Downloads 214 (244,391)
Citation 5

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Volatility asymmetry, leverage e ffect, short-selling, APARCH model

18.

Too Risk-Averse for Prospect Theory?

Number of pages: 25 Posted: 01 Mar 2011
Marc Oliver Rieger and Thuy Bui
University of Trier and affiliation not provided to SSRN
Downloads 181 (284,069)
Citation 2

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Cumulative Prospect Theory, decisions under risk, risk-aversion, probability weighting, value function

19.

Survey Evidence on Core Factors of Behavioral Biases: The Role of Cognition and Affect

Number of pages: 33 Posted: 03 Sep 2020
Marc Oliver Rieger, Mei Wang, Po-Kai Huang and Yuan-Lin Emma Hsu
University of Trier, WHU - Otto Beisheim School of Management, Aletheia University and National Chengchi University (NCCU)
Downloads 164 (309,327)

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investment behavior, behavioral decision making, psychological biases, emotional state measures, cognitive strategies

20.

Optimal Financial Investments for Non-Concave Utility Functions

Number of pages: 6 Posted: 17 Aug 2011
Marc Oliver Rieger
University of Trier
Downloads 157 (320,971)
Citation 1

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optimal investments, non-concave utility function, prospect theory

21.

Evolutionary Stability of Prospect Theory Preferences

Swiss Finance Institute Research Paper No. 1481461
Number of pages: 21 Posted: 04 Oct 2009
Marc Oliver Rieger
University of Trier
Downloads 153 (327,960)
Citation 2

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prospect theory, existence of Nash equilibria, evolutionary stability

22.

Universal Time Preference

Swiss Finance Institute Research Paper No. 21-53
Number of pages: 25 Posted: 05 Jan 2021 Last Revised: 10 Aug 2021
Marc Oliver Rieger, Thorsten Hens and Mei Wang
University of Trier, University of Zurich - Department of Banking and Finance and WHU - Otto Beisheim School of Management
Downloads 134 (364,306)
Citation 5

Abstract:

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time preferences

23.

Hedging with Regret

Number of pages: 30 Posted: 17 Aug 2017
Olaf Korn and Marc Oliver Rieger
University of Goettingen (Göttingen) and University of Trier
Downloads 134 (364,306)
Citation 2

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risk management, hedging, derivatives, regret aversion

24.

Asymmetric Attention and Volatility Asymmetry

Journal of Empirical Finance (2018), vol. 45, p. 59-67
Number of pages: 25 Posted: 09 Sep 2017 Last Revised: 22 Nov 2022
Michał Dzieliński, Marc Oliver Rieger and Tõnn Talpsepp
Stockholm Business School, Stockholm University, University of Trier and Tallinn University of Technology
Downloads 127 (381,753)
Citation 2

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volatility asymmetry, leverage effect, analysts, investor attention

25.

A Note on Bali Et Al. (2011)

Number of pages: 8 Posted: 03 Nov 2017
Shuonan Yuan, Marc Oliver Rieger and Nilufer Caliskan Schindler
Xi'an Polytechnic University, University of Trier and University of Zurich - Department of Banking and Finance
Downloads 113 (413,683)

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extreme positive returns, cross-sectional returns, factor-model, idiosyncratic volatility

26.

Uncertainty Avoidance, Loss Aversion and Stock Market Participation

Number of pages: 14 Posted: 08 Sep 2020
Marc Oliver Rieger
University of Trier
Downloads 103 (442,129)
Citation 3

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uncertainty avoidance; loss aversion; stock market participation; cultural finance

27.

Cognitive Thinking Styles and Susceptibility to Framing Effects

Number of pages: 44 Posted: 17 Sep 2020
thuy chung phan and Marc Oliver Rieger
affiliation not provided to SSRN and University of Trier
Downloads 64 (586,575)

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Framing Effect, Analytic and Holistic Thinking, Analytic-Holism Scale, Categorization

28.

Immigrant-native gap in risk and time preferences in Germany: Levels, socio-economic determinants, and recent changes

Number of pages: 43 Posted: 11 Feb 2022
Sumit S. Deole and Marc Oliver Rieger
TU Dortmund University and University of Trier
Downloads 52 (648,016)
Citation 3

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Risk aversion; time discounting; immigration; assimilation

29.

The Asset Allocation of Defined Benefit Pension Plans: The Role of Sponsor Contributions

Forthcoming in Journal of Asset Management
Number of pages: 22 Posted: 22 Jul 2022 Last Revised: 01 Aug 2022
Artem Dyachenko, Patrick Ley, Marc Oliver Rieger and Alexander F. Wagner
University of Trier - Faculty of Economics, affiliation not provided to SSRN (deceased), University of Trier and University of Zurich - Department of Banking and Finance
Downloads 49 (664,828)

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Pension funds, asset allocation, dynamic optimization

30.

A Cautionary Note on Niu and Zeng (2018)

Number of pages: 6 Posted: 22 Jan 2020
Ji CAO and Marc Oliver Rieger
Yunnan University - School of Development Studies and University of Trier
Downloads 40 (721,828)

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Corporate Finance, Capital Structure, Loss Aversion, Prospect Theory

31.

Cultural Impact on Fairness Perception of Inequality — a Study on People with Chinese Roots Living in Germany

Number of pages: 31 Posted: 08 Sep 2022
Yanping He-Ulbricht, Marc Oliver Rieger and Fang-Chieh Liao
University of Trier, University of Trier and University of Trier
Downloads 30 (795,586)

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income inequality, price fairness, cross-cultural comparison, assimilation, language priming, bilingualism

32.

What Do Young People Think about Social Distancing during the Corona Crisis in Germany?

Posted: 26 Mar 2020
Marc Oliver Rieger
University of Trier

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Coronavirus, COVID-19, SARS-CoV2, social distancing

33.

Optimal Volatility Dependent Derivatives in the Stochastic Volatility Model

Forthcoming in The Journal of Derivatives
Posted: 14 Jan 2020 Last Revised: 19 May 2023
Artem Dyachenko and Marc Oliver Rieger
University of Trier - Faculty of Economics and University of Trier

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asset pricing, derivatives, structured products

34.

Volatility Dependent Structured Products

Swiss Finance Institute Research Paper No. 19-64, Forthcoming in The Journal of Investing
Posted: 23 Dec 2019 Last Revised: 23 Nov 2020
Artem Dyachenko, Walter Farkas and Marc Oliver Rieger
University of Trier - Faculty of Economics, University of Zurich - Department of Banking and Finance and University of Trier

Abstract:

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asset pricing, structured products, derivatives

35.

Prospect Theory for Continuous Distributions

Swiss Finance Institute Research Paper No. 07-30, Journal of Risk and Uncertainty, Vol. 36, No. 1, 2008
Posted: 10 Oct 2007 Last Revised: 30 Apr 2008
Marc Oliver Rieger and Mei Wang
University of Trier and WHU - Otto Beisheim School of Management

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Prospect Theory, Cumulative Prospect Theory, continuity, probability weighting, first-order stochastic dominance