Wolfsburger Working Papers

sortiert nach Erscheinungsjahr.

2018

  • 18-01: Measurement of Risk Preference [I. Filiz, T. Nahmer, M. Spiwoks and Z. Gubaydullina]
  • 18-02: The reliability of interest rate forecasts in the Asia-Pacific region: opportunities for portfolio management [I. Filiz, T. Nahmer, M. Spiwoks and K. Bizer]
  • 18-03: Emotions and exposure to risk: the influence of positive and negative emotions on portfolio decisions [I. Filiz]

2017

  • 17-03 Rebalancing und Diversification Return am deutschen und europäischen Aktienmarkt - Eine theoretische und empirische Analyse [F. Meyer-Bullerdiek]
  • 17-02 Overconfidence: the Influence of Positive and Negative Affect [I. Filiz]
  • 17-01 Portfolio Diversification: the Influence of Herding, Status-quo Bias and Gambler's Fallacy. An experimental Study. [I. Filiz, T. Nahmer, M. Spiwoks, K. Bizer]

2016

  • 16-03 On the Measurement of Overconfidence - An Experimental Study [M. Spiwoks, K. Bizer] 
  • 16-02 Correlation Neglect and Overconfidence - An Experimental Study [M. Spiwoks, K. Bizer] 
  • 16-01 Risikobasierte Asset Allocation mit dem Risk Parity-Ansatz - Eine theoretische und empirische Analyse für den deutschen Markt [F. Meyer-Bullerdiek]

2014

  • 14-01 Prognoserevisionen bei Konjunkturprognosen. Empirische Ursachenforschung anhand von Konsensprognosen für das Bruttoinlandsprodukt der G7-Staaten [J. Scheier] 

2012

  • 12-02 Anwendbarkeit von symmetrischen Risikomaßen zur Erfolgsbeurteilung von Portfolio Insurance-Strategien [F. Meyer-Bullerdiek]
  • 12-01 The improvement of annual economic forecasts by using non-annual indicators - An empirical investigation for the G7 states  [J. Scheier] 

2011

  • 11-05 On Assessing Economic Forecasts [M. Spiwoks,  J. Scheier, O. Hein]
  • 11-04 Network Centrality and Stock Market Volatility: The Impact of Communication Topologies on Prices [O. Hein, M. Schwind, M. Spiwoks]
  • 11-03 The Status Quo Bias of Bond Market Analysts [Z. Gubaydullina, O. Hein, M. Spiwoks]
  • 11-02 Correlation neglect, naïve diversification, and irrelevant information as stumbling blocks for optimal diversification [Z. Gubaydullina, M. Spiwoks]
  • 11-01 Trapped in the Here and Now – New Insights into Financial Market Analyst Behavior [M.Spiwoks, Z. Gubaydullina, O. Hein]

2008

  • 08-05 The Golden Mean Fallacy and Financial Market Forecasting [M. Spiwoks]
  • 08-04 The Pessimism of Swiss Bond Market Analysts and the Limits of the Sign Accuracy Test [M. Spiwoks, N. Bedke, O. Hein]
  • 08-03 Topically Orientated Trend Adjustment and Autocorrelation of the Residuals [M.  Spiwoks, N. Bedke, O. Hein]
  • 08-02 Forecasting the Past: The Case of U.S. Interest Rate Forecasts [M. Spiwoks, N. Bedke, O. Hein]
  • 08-01 Gregarious Analysts - Experimental Evidence for Reputational Herding [N. Bedke, 
    K. Bizer, M. Spiwoks]

2005

  • 05-03 Informational Cascades in the Laboratory: Are These Merely a Fata Morgana? [M. Spiwoks, K. Bizer, O. Hein]
  • 05-02 Anchoring Near the Lighthouse: Bond Market Analysts’ Behavior Co-ordination by External Signal [M. Spiwoks, K.  Bizer, O. Hein]
  • 05-01 Forecasting the Past: The Case of U.S. Interest Rate Forecasts [M. Spiwoks, O. Hein]
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