Martin Rohleder

University of Augsburg

Universitaetsstr. 16

Augsburg, 86159

Germany

SCHOLARLY PAPERS

17

DOWNLOADS
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2,955

CITATIONS
Rank 36,104

SSRN RANKINGS

Top 36,104

in Total Papers Citations

5

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

Scholarly Papers (17)

1.

Carbon Risk

Number of pages: 65 Posted: 10 Mar 2017 Last Revised: 01 Mar 2019
University of Augsburg, University of Augsburg, University of Augsburg, Smith School of Business, University of Augsburg and University of Augsburg
Downloads 912 (24,107)

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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, Forthcoming
Number of pages: 40 Posted: 25 Aug 2008 Last Revised: 20 Aug 2018
Reutlingen University - ESB Business School, University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 541 (48,823)

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

3.

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 281 (105,590)
Citation 1

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fund disappearance, bond mutual fund performance, survivorship bias

4.

Maturity-Matched Bond Fund Performance

Number of pages: 43 Posted: 02 Dec 2016 Last Revised: 26 Mar 2019
Markus Natter, Martin Rohleder and Marco Wilkens
University of Augsburg, University of Augsburg and University of Augsburg
Downloads 247 (120,835)

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Bond funds, performance, maturity-mismatch, yield curve, persistence, low beta

5.

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 220 (135,571)

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

6.

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 219 (136,148)

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

7.

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 216 (137,942)

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

8.

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 146 (195,327)

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

9.

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

Review of Financial Economics, Forthcoming
Number of pages: 10 Posted: 30 Nov 2016 Last Revised: 12 Mar 2018
Reutlingen University - ESB Business School, University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 41 (411,027)

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Conditional performance evaluation; time-varying investment skill

10.

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

Number of pages: 32 Posted: 10 Apr 2019
Lukas Benz, Martin Rohleder, Janik Syryca and Marco Wilkens
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 30 (456,555)

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

11.

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 27 (471,261)

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

12.

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 23 (492,726)
Citation 4

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Mutual Fund Performance, Survivorship Bias

13.

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 21 (503,951)

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

14.

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 17 (526,685)

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Mutual fund performance, mutual fund flows, derivatives

15.

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 7 (585,381)

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mutual fund performance, fund flows, trading strategies

16.

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 6 (591,573)

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interest rate risk, market risk, banks, banking system

17.

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 1 (633,036)

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Mutual funds, performance, options, hedging