Follow
Marco Wilkens
Marco Wilkens
Verified email at wiwi.uni-augsburg.de - Homepage
Title
Cited by
Cited by
Year
Carbon risk
M Görgen, A Jacob, M Nerlinger, R Riordan, M Rohleder, M Wilkens
Available at SSRN 2930897, 2020
2332020
Determinants of bank interest margins: Impact of maturity transformation
O Entrop, C Memmel, B Ruprecht, M Wilkens
Journal of Banking & Finance 54, 1-19, 2015
1822015
Survivorship bias and mutual fund performance: Relevance, significance, and methodical differences
M Rohleder, H Scholz, M Wilkens
Review of Finance 15 (2), 441-474, 2011
1242011
Credit risk and bank margins in structured financial products: Evidence from the German secondary market for discount certificates
R Baule, O Entrop, M Wilkens
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
982008
Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure
MG Czaja, H Scholz, M Wilkens
Review of Quantitative Finance and Accounting 33, 1-26, 2009
842009
Strukturen und Methoden von Basel II-Grundlegende Veränderungen der Bankenaufsicht
M Wilkens, O Entrop, J Völker
Zeitschrift für das gesamte Kreditwesen 54, 187-193, 2001
832001
The effects of mutual fund decarbonization on stock prices and carbon emissions
M Rohleder, M Wilkens, J Zink
Journal of Banking & Finance 134, 106352, 2022
792022
The performance of individual investors in structured financial products
O Entrop, M McKenzie, M Wilkens, C Winkler
Review of Quantitative Finance and Accounting 46, 569-604, 2016
692016
A jigsaw puzzle of basic risk-adjusted performance measures
H Scholz, M Wilkens
642005
INVESTOR-SPECIFIC PERFORMANCE MEASUREMENT: A Justification of Sharpe Ratio and Treynor Ratio.
H Scholz, M Wilkens
International Journal of Finance 17 (4), 2005
612005
The benefits of option use by mutual funds
M Natter, M Rohleder, D Schulte, M Wilkens
Journal of Financial Intermediation 26, 142-168, 2016
592016
The price-setting behavior of banks: An analysis of open-end leverage certificates on the German market
O Entrop, H Scholz, M Wilkens
Journal of Banking & Finance 33 (5), 874-882, 2009
592009
The benefits of option use by mutual funds
M Natter, M Rohleder, D Schulte, M Wilkens
Journal of Financial Intermediation 26, 142-168, 2016
572016
Interest rate risk rewards in stock returns of financial corporations: Evidence from Germany
MG Czaja, H Scholz, M Wilkens
European Financial Management 16 (1), 124-154, 2010
552010
The performance of investment grade corporate bond funds: evidence from the European market
LH Dietze, O Entrop, M Wilkens
The European Journal of Finance 15 (2), 191-209, 2009
492009
Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?
B Breloer, H Scholz, M Wilkens
Journal of Banking & Finance 43, 58-77, 2014
402014
Von der Treynor-Ratio zur Market Risk-Adjusted Performance: Zusammenhang und Diskussion grundlegender Performancemaße
M Wilkens, H Scholz
351999
Herds on green meadows: the decarbonization of institutional portfolios
L Benz, A Jacob, S Paulus, M Wilkens
Journal of Asset Management 21 (1), 13-31, 2020
312020
Green data or greenwashing? Do corporate carbon emissions data enable investors to mitigate climate change?
V Kalesnik, M Wilkens, J Zink
SSRN Electronic Journal, 2020
292020
Lean trees—A general approach for improving performance of lattice models for option pricing
R Baule, M Wilkens
Review of Derivatives Research 7, 53-72, 2004
292004
The system can't perform the operation now. Try again later.
Articles 1–20