Marc Oliver Rieger

University of Trier

15, Universitaetsring

Trier, 54286

Germany

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

SCHOLARLY PAPERS

28

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12,182

SSRN CITATIONS
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SSRN RANKINGS

Top 16,450

in Total Papers Citations

29

CROSSREF CITATIONS

28

Scholarly Papers (28)

1.

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 2,946 (4,151)
Citation 29

Abstract:

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Intertemporal decision, Endogenous preference, Cross-cultural comparison

2.

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 2,446 (5,637)
Citation 3

Abstract:

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

3.

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 996 (23,573)
Citation 3

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

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 807 (31,826)
Citation 14

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Risk preferences, prospect theory, cross-cultural comparison

5.

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: 08 Jul 2009
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 634 (44,124)
Citation 9

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

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 378 (82,875)

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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 104 (277,413)
Citation 1

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

7.

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 477 (63,336)
Citation 2

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Structured financial products, capital protected products, loss aversion

8.

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 432 (71,471)
Citation 2

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

9.

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 390 (80,621)
Citation 1

Abstract:

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

10.

Probability Misestimation and Preferences in Financial Investment Decision

Number of pages: 20 Posted: 25 Mar 2009
Marc Oliver Rieger
University of Trier
Downloads 341 (94,108)
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 310 (104,541)
Citation 1

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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 270 (121,163)

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

13.

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 252 (130,191)

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Value at Risk, structured products, risk measure

14.

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 234 (140,073)

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Prospect Theory, Existence of Nash Equilibria, Evolutionary stability

15.

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 183 (176,376)
Citation 4

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

16.

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 133 (230,366)
Citation 2

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prospect theory, existence of Nash equilibria, evolutionary stability

17.

Optimal Financial Investments for Non-Concave Utility Functions

Number of pages: 6 Posted: 17 Aug 2011
Marc Oliver Rieger
University of Trier
Downloads 131 (233,104)
Citation 1

Abstract:

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optimal investments, non-concave utility function, prospect theory

18.

Can Television Reduce Xenophobia? The Case of East Germany

CESifo Working Paper Series No. 6632
Number of pages: 52 Posted: 16 Mar 2017
Lars Hornuf, Marc Oliver Rieger and Sven Hartmann
University of Bremen - Faculty of Business Studies and Economics, University of Trier and Institute for Labour Law and Industrial Relations in the European Union (IAAEU)
Downloads 126 (240,108)
Citation 2

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

19.

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 122 (246,021)
Citation 1

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

20.

Volatility Dependent Structured Products

Swiss Finance Institute Research Paper No. 19-64
Number of pages: 11 Posted: 23 Dec 2019 Last Revised: 24 Dec 2019
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
Downloads 106 (272,094)

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asset pricing, structured products, derivatives

21.

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 Europe
Downloads 105 (275,718)

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22.

Hedging with Regret

Number of pages: 30 Posted: 17 Aug 2017
Olaf Korn and Marc Oliver Rieger
University of Goettingen (Gottingen) and University of Trier
Downloads 96 (290,811)

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risk management, hedging, derivatives, regret aversion

23.

Asymmetric Attention and Volatility Asymmetry

Journal of Empirical Finance, Forthcoming
Number of pages: 25 Posted: 09 Sep 2017
Michał Dzieliński, Marc Oliver Rieger and Tõnn Talpsepp
Stockholm Business School, Stockholm University, University of Trier and Tallinn University of Technology
Downloads 79 (327,925)
Citation 1

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volatility asymmetry, leverage effect, analysts, investor attention

24.

A Note on Bali Et Al. (2011)

Number of pages: 8 Posted: 03 Nov 2017
Shuonan Yuan, Marc Oliver Rieger and Nilufer Caliskan
Xi'an Polytechnic University, University of Trier and University of Zurich - Department of Banking and Finance
Downloads 48 (421,013)

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

25.

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 20 (556,069)

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Corporate Finance, Capital Structure, Loss Aversion, Prospect Theory

26.

Optimal Volatility Dependent Derivatives in the Stochastic Volatility Model

Number of pages: 20 Posted: 14 Jan 2020
Artem Dyachenko and Marc Oliver Rieger
University of Trier - Faculty of Economics and University of Trier
Downloads 16 (581,204)

Abstract:

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asset pricing, derivatives, structured products

27.

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

28.

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