Martin Rohleder

University of Augsburg

Universitaetsstr. 16

Augsburg, 86159

Germany

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 9,035

SSRN RANKINGS

Top 9,035

in Total Papers Downloads

6,443

SSRN CITATIONS
Rank 23,067

SSRN RANKINGS

Top 23,067

in Total Papers Citations

26

CROSSREF CITATIONS

17

Ideas:
“  I'm currently working on mutual funds and climate finance  ”

Scholarly Papers (19)

1.

Carbon Risk

Number of pages: 78 Posted: 10 Mar 2017 Last Revised: 19 Aug 2020
University of Augsburg, University of Augsburg, University of St. Gallen - School of Finance, Queen's University - Smith School of Business, University of Augsburg and University of Augsburg
Downloads 3,204 (4,396)
Citation 22

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Carbon risk, climate finance, climate change, economic transition, asset pricing

2.

Jensen’s Alpha and the Market Timing Puzzle

Review of Financial Economics, 37 (2), 234-255.
Number of pages: 40 Posted: 25 Aug 2008 Last Revised: 01 May 2021
Reutlingen University - ESB Business School, University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 581 (57,800)
Citation 3

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Mutual fund performance; stock selection; market timing; total performance; conditional performance

3.

The Effects of Mutual Fund Decarbonization on Stock Prices and Carbon Emissions

Number of pages: 64 Posted: 22 Jun 2020 Last Revised: 11 May 2021
Martin Rohleder, Marco Wilkens and Jonas Zink
University of Augsburg, University of Augsburg and University of Augsburg
Downloads 367 (100,394)
Citation 1

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Mutual funds, decarbonization, divestment, price pressure, carbon intensity, climate change, carbon emissions, impact investing

4.

Ownership Comes with Responsibility – the Impact of Ownership Characteristics on CSR

Number of pages: 56 Posted: 15 Jun 2020 Last Revised: 21 Jan 2021
Lukas Benz, Stefan Paulus, Martin Rohleder and Marco Wilkens
University of Augsburg, University of Augsburg - Department of Finance and Banking, University of Augsburg and University of Augsburg
Downloads 344 (107,987)

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Ownership, Institutional Investor, Shareholder Engagement, ESG, Corporate Social Responsibility

5.

Maturity-Matched Bond Fund Performance

Financial Analysts Journal, 77(2): 83-96.
Number of pages: 25 Posted: 02 Dec 2016 Last Revised: 01 May 2021
Markus Natter, Martin Rohleder and Marco Wilkens
University of Augsburg, University of Augsburg and University of Augsburg
Downloads 315 (119,242)

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Active fund performance, interest rate risk, expected return, duration, flows

6.

Diseconomies of Scale, Information Processing and Hierarchy Costs: Evidence from Asset Management

Number of pages: 35 Posted: 18 Mar 2017 Last Revised: 20 Apr 2018
University of Virginia - Darden School of Business, University of Augsburg, University of Augsburg - Department of Finance and Banking and University of Augsburg
Downloads 287 (131,208)

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Diseconomies of scale, quantitative, fundamental, performance, flows, hierarchy costs, information processing, separate accounts, institutional investing

7.

Bond Fund Disappearance: What’s Return Got to Do with it?

Number of pages: 47 Posted: 18 Jun 2011 Last Revised: 14 May 2012
Martin Rohleder, Hendrik Scholz and Marco Wilkens
University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 286 (131,689)

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fund disappearance, bond mutual fund performance, survivorship bias

8.

Mutual Fund Stock-Picking Skill: New Evidence from Valuation versus Liquidity-Motivated Trading

Financial Management 2018, 47(2), 309-347
Number of pages: 44 Posted: 26 Nov 2015 Last Revised: 13 Jun 2018
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 246 (153,438)
Citation 1

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Mutual fund trading, valuation, liquidity, skill, flow risk, wisdom of crowds

9.

Success and Failure on the Corporate Bond Fund Market

Journal of Asset Management 19(6), 429-443.
Number of pages: 43 Posted: 02 Aug 2014 Last Revised: 28 Mar 2019
Martin Rohleder, Hendrik Scholz and Marco Wilkens
University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 231 (162,972)

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Corporate bond funds, performance, disappearance and survival, fund size, flow

10.

Bond Fund Performance: Does Management Activity Pay?

Number of pages: 61 Posted: 06 Dec 2017 Last Revised: 21 Jul 2018
Martin Rohleder
University of Augsburg
Downloads 196 (190,178)

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Bond funds, activity, duration-adjusted performance, complex instruments, quant vs. fundamental

11.

Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences

Review of Finance 2011, 15 (2), 441-474
Number of pages: 53 Posted: 08 Mar 2008 Last Revised: 18 Mar 2018
Martin Rohleder, Hendrik Scholz and Marco Wilkens
University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 102 (320,278)
Citation 1

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Mutual Fund Performance, Survivorship Bias

12.

Shedding Light on the Exposure of Mutual Funds – Which Investments Drive Mutual Fund Characteristics?

Journal of Asset Management, 20 (6), 534-551.
Number of pages: 32 Posted: 10 Apr 2019 Last Revised: 01 May 2021
Lukas Benz, Martin Rohleder, Janik Syryca and Marco Wilkens
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 74 (386,926)
Citation 1

Abstract:

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equity mutual funds, risk, performance, derivatives, complex investments, holdings

13.

Internet Appendix of the Paper 'Jensen's Alpha and the Market Timing Puzzle'

Review of Financial Economics, 37 (2), 234-255.
Number of pages: 10 Posted: 30 Nov 2016 Last Revised: 01 May 2021
Reutlingen University - ESB Business School, University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 44 (494,446)

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Conditional performance evaluation; time-varying investment skill

14.

Does Style-Shifting Activity Predict Performance? Evidence from Equity Mutual Funds

The Quarterly Review of Economics and Finance 2016, 59, 112-130
Number of pages: 52 Posted: 04 Jun 2015 Last Revised: 18 Mar 2018
Ulf Herrmann, Martin Rohleder and Hendrik Scholz
Friedrich-Alexander-University (FAU) Erlangen-Nürnberg, University of Augsburg and Friedrich-Alexander-Universität Erlangen-Nürnberg
Downloads 43 (498,883)

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Mutual fund performance, Equity funds, Management activity, Style-shifting, Performance prediction

15.

Bond Mutual Funds and Complex Investments

Journal of Asset Management 2017, 18(6), 433-456
Number of pages: 43 Posted: 15 Mar 2016 Last Revised: 18 Mar 2018
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 39 (517,364)
Citation 1

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Mutual fund performance, bond funds performance, derivatives interest rate futures

16.

The Benefits of Option Use by Mutual Funds

Journal of Financial Intermediation 2016, 26, 142-168
Number of pages: 57 Posted: 24 Sep 2014 Last Revised: 28 Mar 2019
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 37 (526,945)
Citation 4

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Mutual funds, performance, options, hedging

17.

Management of Flow Risk in Mutual Funds

Review of Quantitative Finance and Accounting 2017, 45(1), 31-56.
Number of pages: 46 Posted: 03 Apr 2014 Last Revised: 18 Mar 2018
Martin Rohleder, Dominik Schulte and Marco Wilkens
University of Augsburg, University of Augsburg and University of Augsburg
Downloads 22 (615,000)
Citation 4

Abstract:

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Mutual fund performance, mutual fund flows, derivatives

18.

Systemic Interest Rate and Market Risk at U.S. Banks

Journal of Business Economics (ZfB) 2016, 86 (8), 933-961
Number of pages: 36 Posted: 26 Nov 2015 Last Revised: 18 Mar 2018
Ludwig von la Hausse, Martin Rohleder and Marco Wilkens
University of Augsburg, University of Augsburg and University of Augsburg
Downloads 13 (679,320)

Abstract:

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interest rate risk, market risk, banks, banking system

19.

The Relation between Past Flows and Future Performance: Simple Investment Strategies in the Mutual Fund Sector

International Journal of Financial Studies 2015, 3 (1), 3-30
Number of pages: 24 Posted: 08 Jul 2011 Last Revised: 18 Mar 2018
Martin Rohleder
University of Augsburg
Downloads 12 (687,030)

Abstract:

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mutual fund performance, fund flows, trading strategies