Maik Dierkes

Leibniz University Hannover

Koenigsworther Platz 1

Hannover, 30167

Germany

SCHOLARLY PAPERS

8

DOWNLOADS

1,188

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.

Probability Weighting and Asset Prices

Number of pages: 59 Posted: 19 Apr 2013
Maik Dierkes
Leibniz University Hannover
Downloads 444 (93,869)
Citation 10

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Probability weighting, cross section of stock returns, sentiment, IPOs, pricing kernel puzzle

2.

The Performance of IPO Investment Strategies and Pseudo Market Timing - Evidence from Germany

Number of pages: 35 Posted: 06 Mar 2007
Andreas Trauten, Roland Schulz and Maik Dierkes
University of Muenster - Finance Center, University of Muenster - Accounting Center and Leibniz University Hannover
Downloads 394 (107,814)
Citation 3

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Initial Public Offerings, long-run stock performance, market efficiency, German stock market, market timing

3.

Measuring Tail Risk

Number of pages: 96 Posted: 23 Feb 2021 Last Revised: 05 Aug 2021
Leibniz University Hannover, Saarland University, University of Reading - ICMA Centre and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 258 (168,948)

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Tail Risk, Return Forecasting, Tail Event Forecasting

4.

The Need for Discontinuous Probability Weighting Functions: How Cumulative Prospect Theory is Torn Between the Allais Paradox and the St. Petersburg Paradox

Number of pages: 61 Posted: 06 Nov 2019 Last Revised: 12 Dec 2019
Maik Dierkes and Vulnet Sejdiu
Leibniz University Hannover and Leibniz Universität Hannover
Downloads 92 (388,217)

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Allais paradox, St. Petersburg paradox, Cumulative Prospect Theory, probability weighting, bounded rationality

5.

About Depression Babies and Red Diaper Babies: Do Macroeconomic Experiences Affect Everybody’s Risk Taking in the Same Way?

Journal of Behavioral and Experimental Finance, Vol. 13, pp. 25-27, 2017
Posted: 05 Jul 2019 Last Revised: 09 Jul 2019
Henning Cordes and Maik Dierkes
University of Muenster - Finance Center and Leibniz University Hannover

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Behavioral finance, Household finance, Portfolio choice

6.

Business Credit Information Sharing and Default Risk of Private Firms

Journal of Banking and Finance, Vol. 37, 2867-2878, Forthcoming
Posted: 13 Nov 2011 Last Revised: 27 Aug 2013
Leibniz University Hannover, University of California, Los Angeles (UCLA) - Anderson School of Management, University of Muenster - Finance Center and Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE)

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credit risk, asymmetric information, credit bureau, hard and soft information, private firms

7.

Investment Horizon and the Attractiveness of Investment Strategies: A Behavioral Approach

Journal of Banking & Finance, Vol. 34, No. 5, pp. 1032-1046, May 2010
Posted: 15 Sep 2009 Last Revised: 26 Mar 2010
Maik Dierkes, Carsten Erner and Stefan Zeisberger
Leibniz University Hannover, University of California, Los Angeles (UCLA) - Anderson School of Management and Radboud University, Institute for Management Research

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Behavioral Finance, Cumulative Prospect Theory, Portfolio Choice, Investment Strategy, Investment Horizon

8.

Option-Implied Risk Attitude Under Rank Dependent Utility

Posted: 04 Jan 2009 Last Revised: 09 Dec 2010
Maik Dierkes
Leibniz University Hannover

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Rank dependent utility, probability weighting, pricing kernel puzzle, risk aversion smile, asset pricing, option pricing